R Observatory: Metrics for multDM version 1.1.5

Balamuta, James Joseph

doi:10.5281/zenodo.21843040

multDM

1.1.5Package record

Multivariate Version of the Diebold-Mariano Test

0packages depend

7.4Kdownloads / year

–test coverage

13/13flavors OK

Overview

About

Maintained by Krzysztof DrachalCRAN page ↗

Allows to perform the multivariate version of the Diebold-Mariano test for equal predictive ability of multiple forecast comparison. Main reference: Mariano, R.S., Preve, D. (2012) doi:10.1016/j.jeconom.2012.01.014.

Install

R (CRAN)Ubuntu (r2u)Fedora (COPR)openSUSE (OBS)

install.packages("multDM", repos = "https://cloud.r-project.org/")

Installs the current CRAN release. Prebuilt binaries on Windows and macOS.

Release

# enable cranapt (r2u) if it is not already set up, then install
grep -rqs r2u.stat.illinois.edu /etc/apt/sources.list /etc/apt/sources.list.d/ \
  || curl -fsSL https://raw.githubusercontent.com/eddelbuettel/r2u/master/inst/scripts/add_cranapt_noble.sh | sudo bash
sudo apt install -y r-cran-multdm

Fast Ubuntu binaries via r2u (no compilation). The cranapt setup runs once and is skipped when it is already enabled. We list this channel from recorded r2u download activity rather than from a live index of the repository, so treat it as last known rather than guaranteed.

bspm (used by r2u) also needs make: sudo apt install make

# enable the iucar/cran COPR if it is not already present, then install
ls /etc/yum.repos.d/*iucar*cran*.repo >/dev/null 2>&1 \
  || sudo dnf copr enable -y iucar/cran
sudo dnf install -y R-CRAN-multDM

RPMs from the iucar/cran COPR, rebuilt from CRAN.

For install.packages() integration in R, also: sudo dnf install R-CoprManager

# add the autoCRAN OBS repo (Tumbleweed) if it is missing, then install
zypper -q lr | grep -qi autoCRAN \
  || sudo zypper addrepo https://download.opensuse.org/repositories/devel:/languages:/R:/autoCRAN/openSUSE_Tumbleweed/devel:languages:R:autoCRAN.repo
sudo zypper install -y R-multDM

RPMs auto-built from CRAN on openSUSE OBS (Tumbleweed). We list this channel from recorded autoCRAN download activity rather than from a live index of the repository, so treat it as last known rather than guaranteed.

Health

CRAN checks

13OK

CRAN check page ↗

Slowest check: 2.0 min · r-oldrel-windows-x86_64

Status changes

OK13 OK2026-08-05
NOTE12 OK, 1 NOTE2026-08-01
OK14 OK2026-03-10

Advisories

none known

How this is measured·How advisories are found

Documentation

In release 1.1.5

READMENoVignettesNoNEWSYes · 33% structuredCitation fileYes · software entry onlyWebsitenot declared in DESCRIPTION

Help pages: 10
Examples that run: 100%10 run in a plain check
Exported functions with examples: 100%
Documented parameters: 100%
Return-value docs: 100%
Help pages citing references: 80%

How these are measured

Downloads

7.4K

CRAN downloads in the past year

Rank #6,854 · ~20/day · ~615/mo

Releases R versions

Daily download trend is not available in this view yet.

43730 days

1.3K90 days

7.4K1 year

Compare downloads with other packages →

Also on88 r2u4 autocran144 c2d4u

How downloads are counted

Dependencies

Declared dependencies

1 external dependency (excludes base and recommended)

Installing multDM adds 15 packages (9 with compiled code, 9.8 MB of source tarballs). Heaviest: Rcpp 1.8 MB, RcppEigen 1.7 MB, timeSeries 1.4 MB.

Depends (0)

none

Imports (1)

MTS

LinkingTo (0)

none

Suggests (0)

none

Enhances (0)

none

Dependency license breakdown →

Reverse dependencies

0direct

0indirect

Nothing depends on this yet.

How these are counted

Code & Tests

Datasets

People & History

People (1)

Krzysztof Drachal

Author, Maintainer since 1.0 (2018)

Faculty of Economic Sciences, University of Warsaw, Poland

Releases (7)

Pick two releases to compare their code metrics.

R
R 4.6.0 released · 2026-04-24
R
R 4.5.0 released · 2025-04-11
1.1.5Latest
record
2025-03-08 · current release · diff ↗
R
R 4.4.0 released · 2024-04-24
R
R 4.3.0 released · 2023-04-21
unarchivedReturned to CRAN
2022-06-09
1.1.4
record
2022-06-09 · diff ↗
R
R 4.2.0 released · 2022-04-22
archivedRemoved from CRAN
2022-03-31
requires archived package 'MTS'
R
R 4.1.0 released · 2021-05-18
1.1.3
record
2020-06-13 · diff ↗
1.1.2
record
2020-05-07 · diff ↗
R
R 4.0.0 released · 2020-04-24
1.1.1
record
2020-03-28 · diff ↗
1.1
record
2020-03-26 · diff ↗ ·
added 1 export
TB_AR_test
R
R 3.6.0 released · 2019-04-26

Show 2 earlier eventsHide 2 earlier events

1.0
record
2018-05-18
R
R 3.5.0 released · 2018-04-23

Package metadata

First published: 2018-05-18
Total releases: 7 / 8 yrs
License: GPL-3 OSI
Bundled data: 165 KB / 2 files
Download size: 176 KB

Appears in task views

Time Series Analysis

Cite

Cite this package

Run in R for the authors' entry:

citation("multDM")

The package provides a citation file, so citation() returns the authors' own entry.

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 multDM version 1.1.5 [Data set]. HJJB, LLC. Data release v2026-10-24. https://doi.org/10.5281/zenodo.21843040

From data release v2026-10-24, which the citation names so these numbers can be found later. More on citing and the projects behind them.

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