R Observatory: Metrics for mfbvar version 0.5.6

Balamuta, James Joseph

doi:10.5281/zenodo.21843040

This package was removed from CRAN on 2022-08-08. Its history is shown below.

Reason: issues were not corrected in time

Details below reflect version 0.5.6, its last release before removal.

mfbvar

0.5.6Package record

Mixed-Frequency Bayesian VAR Models

0packages depend

–downloads / year

–test coverage

–flavors OK

Overview

About

Maintained by Sebastian AnkargrenCRAN page ↗GitHub ↗

Functions and tools for estimation of mixed-frequency Bayesian vector autoregressive (VAR) models. The package implements a state space-based VAR model that handles mixed frequencies of the data as proposed by Schorfheide and Song (2015) doi:10.1080/07350015.2014.954707, and extensions thereof developed by Ankargren, Unosson and Yang (2020) doi:10.1515/jtse-2018-0034, Ankargren and Joneus (2019) arXiv:1912.02231, and Ankargren and Joneus (2020) doi:10.1016/j.ecosta.2020.05.007. The models are estimated using Markov Chain Monte Carlo to numerically approximate the posterior distribution. Prior distributions that can be used include normal-inverse Wishart and normal-diffuse priors as well as steady-state priors. Stochastic volatility can be handled by common or factor stochastic volatility models.

Changes in 0.5.6

Removed use of internet connection in vignette
Enabled use of weekly-monthly frequency mix

From NEWS.md in the release

Install

R (source archive)pak (dev)

url <- "https://cran.r-project.org/src/contrib/Archive/mfbvar/mfbvar_0.5.6.tar.gz"
pkgFile <- "mfbvar_0.5.6.tar.gz"
download.file(url, pkgFile)
install.packages(pkgFile, type = "source", repos = NULL)

This package is no longer on CRAN, so install.packages() cannot fetch it by name. This downloads the last archived source (0.5.6) and builds it locally. Install its dependencies first, and note that building from source needs the usual compiler toolchain.

if (!requireNamespace("pak", quietly = TRUE))
  install.packages("pak", repos = "https://cloud.r-project.org/")
pak::pak("ankargren/mfbvar")

Development version from ankargren/mfbvar. Installs pak first if it is not already available.

Health

CRAN checks

CRAN check results are not tracked yet.

Advisories

none known

How this is measured·How advisories are found

Documentation

In release 0.5.6

READMEYes · 38 wordsVignettesYes · 1 · dynamicNEWSYes · 100% structured · mentions 0.5.6Citation fileYes · cites a publicationWebsitenot declared in DESCRIPTION

Help pages: 16includes a package overview page
Examples that run: 100%10 run in a plain check
Exported functions with examples: 80%
Documented parameters: 96%
Return-value docs: 100%
Help pages citing references: 25%

How these are measured

Downloads

Releases R versions

Daily download trend is not available in this view yet.

Compare downloads with other packages →

Also on274 r2u6 autocran124 c2d4u

How downloads are counted

Dependencies

Declared dependencies

21 external dependencies (excludes base and recommended)

Depends (1)

R >= 3.5.0

Imports (11)

Rcpp ggplot2methodslubridate GIGrvg stochvol RcppParallel dplyr magrittr tibble zoo

LinkingTo (5)

Rcpp RcppArmadillo RcppProgress stochvol RcppParallel

Suggests (6)

testthat covr knitr ggridges alfred factorstochvol

Enhances (0)

none

Dependency license breakdown →

Reverse dependencies

0direct

–indirect (not tracked)

Nothing depends on this yet.

How these are counted

Code & Tests

Datasets

People & History

People (3)

Sebastian Ankargren

Maintainer since 0.4.0 (2018), Author

Yukai Yang

Author

Gregor Kastner

Contributor · added in 0.5.2

Releases (6)

Pick two releases to compare their code metrics.

R
R 4.3.0 released · 2023-04-21
archivedRemoved from CRAN
2022-08-08
issues were not corrected in time
R
R 4.2.0 released · 2022-04-22
R
R 4.1.0 released · 2021-05-18
unarchivedReturned to CRAN
2021-02-10
0.5.6
record
2021-02-10 · diff ↗
archivedRemoved from CRAN
2021-02-05
check problems were not corrected in time
0.5.4
record
2020-05-28 · diff ↗ ·
removed 1 export
mcmc_sampler
R
R 4.0.0 released · 2020-04-24
0.5.3
record
2020-03-19 · diff ↗
0.5.2
record
2020-01-09 · diff ↗
0.5.1
record
2019-09-02 · diff ↗ ·
added 1 export
varplot
R
R 3.6.0 released · 2019-04-26
0.4.0
record
2018-12-27
R
R 3.5.0 released · 2018-04-23

Package metadata

First published: 2018-12-27
Total releases: 6 / 8 yrs
License: GPL-3 OSI
Minimum R: ≥ 3.5.0
Bundled data: 12 KB / 2 files

Cite

Cite this package

Run in R for the authors' preferred citation:

citation("mfbvar")

The package provides a citation file that builds its entry when R runs it. Run citation() to see it.

Cite the R Observatory

For a number measured here: a download total, a coverage figure, an archival date.

Format

APA

Balamuta, J. J. (2026). R Observatory: Metrics for mfbvar version 0.5.6 [Data set]. HJJB, LLC. Data release v2026-10-25. https://doi.org/10.5281/zenodo.21843040

From data release v2026-10-25, which the citation names so these numbers can be found later. More on citing and the projects behind them.

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