mgarchBEKK
Simulating, Estimating and Diagnosing MGARCH (BEKK and mGJR) Processes
Description
Procedures to simulate, estimate and diagnose MGARCH processes of BEKK and multivariate GJR (bivariate asymmetric GARCH model) specification.
Downloads
425
Last 30 days
10175th
1.1K
Last 90 days
6.4K
Last year
Trend: +35.4% (30d vs prior 30d)
24
Last 30 days
115
Last 90 days
447
Last year
Trend: -40% (30d vs prior 30d)
1
Last 7 days
7
Last 30 days
0
All-time
autoCRAN-only: this name is served only by autoCRAN, so the count is exact.
CRAN Check Status
Show all 13 flavors
| Flavor | Status |
|---|---|
| r-devel-linux-x86_64-debian-clang | OK |
| r-devel-linux-x86_64-debian-gcc | OK |
| r-devel-linux-x86_64-fedora-clang | OK |
| r-devel-linux-x86_64-fedora-gcc | OK |
| r-devel-windows-x86_64 | OK |
| r-oldrel-macos-arm64 | OK |
| r-oldrel-macos-x86_64 | OK |
| r-oldrel-windows-x86_64 | OK |
| r-patched-linux-x86_64 | OK |
| r-release-linux-x86_64 | OK |
| r-release-macos-arm64 | OK |
| r-release-macos-x86_64 | OK |
| r-release-windows-x86_64 | OK |
Check History
OK 14 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 10, 2026
Code & tests
Open call graph →Line coverage
–
Expression
–
Tests / Examples
–
Functions
27 4 exported
Complexity
43.5 avg / 69 max
Call network
27 nodes / 35 edges
Test coverage has not been measured for this package yet; nodes fall back to a neutral fill.
Lowest coverage
Per-function coverage is not measured for this package yet.
Code
Structure
Lines of code
3,504
Files
18
Compiled share
50.9%
Has compiled src
Yes
Language breakdown
API
Exported functions
4
Internal functions
0
Recent export changes
Testing & CI
Has tests
No
Test-to-code ratio
0.00
testthat edition
–
CI present
No
CI type
[]
PR gated
No
Docs
Return-value doc rate
100%
\dontrun example ratio
25%
Roxygen coverage
100%
Has pkgdown
No
NEWS present
Yes
Health & Security signals
Informational signals; not verdicts.
on.exit coverage
–
Unsafe pattern score
0
Dep constraint coverage
0%
Secret pattern count
0
Bundled 3rd-party code
2 items
Portability & License
Min R version
3.2.3
System requirements
–
C++ standard
–
License
GPL-3
License flags
SPDX valid, OSI approved
History
Versions
3
First release
2016-03-02
Latest release
2022-12-06
Avg cadence
1235 days
Cold removal rate
–
Dep drift
0
LOC over versions
Per-file churn detail lives in the source pipeline: https://github.com/r-observatory/cran-code-metrics.