R Observatory: Metrics for pvars version 1.1.1

Balamuta, James Joseph

doi:10.5281/zenodo.21843040

pvars

1.1.1Package record

VAR Modeling for Heterogeneous Panels

0packages depend

3.9Kdownloads / year

75.3%test coverage

13/13flavors OK

Overview

About

Maintained by Lennart EmptingCRAN page ↗GitHub ↗Issues ↗

Implements (1) panel cointegration rank tests, (2) estimators for panel vector autoregressive (VAR) models, and (3) identification methods for panel structural vector autoregressive (SVAR) models as described in the accompanying vignette. The implemented functions allow to account for cross-sectional dependence and for structural breaks in the deterministic terms of the VAR processes. Among the large set of functions, particularly noteworthy are those that implement (1) the correlation-augmented inverse normal test on the cointegration rank by Arsova and Oersal (2021, doi:10.1016/j.ecosta.2020.05.002), (2) the two-step estimator for pooled cointegrating vectors by Breitung (2005, doi:10.1081/ETC-200067895), and (3) the pooled identification based on independent component analysis by Herwartz and Wang (2024, doi:10.1002/jae.3044).

Install

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

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

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

if (!requireNamespace("pak", quietly = TRUE))
  install.packages("pak", repos = "https://cloud.r-project.org/")
pak::pak("Lenni89/pvars")

Development version from Lenni89/pvars. Installs pak first if it is not already available.

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-pvars

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-pvars

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-pvars

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: 6.8 min · r-oldrel-macos-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 1.1.1

README· In the repository, left out of the releaseVignettesYes · 1 · staticNEWSYes · 100% structured · does not mention 1.1.1Citation fileYes · cites a publicationWebsitenot declared in DESCRIPTION

Help pages: 34includes a package overview page
Examples that run: 77%20 run in a plain check · 6 only when donttest examples are enabled (R CMD check --as-cran)
Exported functions with examples: 100%
Documented parameters: 100%
Return-value docs: 100%
Help pages citing references: 88%

Vignettes (1)

pvars - VAR Modeling for Heterogeneous Panels PDF

How these are measured

Downloads

3.9K

CRAN downloads in the past year

Rank #7,861 · ~11/day · ~324/mo

Releases R versions

Daily download trend is not available in this view yet.

33530 days

1.1K90 days

3.9K1 year

Compare downloads with other packages →

Also on133 r2u7 autocran

How downloads are counted

Repository

lenni89/pvars ↗Account: Lenni89

7Stars

2Forks

0Open issues

0Open PRs

0Releases

64Commits

3Commit identities

64 commits · Last activity 2026-09-02 · 0% stars, 30d · Default branch at 1.2.0, ahead of CRAN 1.1.1 (checked 2026-10-11)

Responsiveness

How these are sampled

PRs merged (all time): 100%
Median days to close, 50 most recently updated closed issues: not measured
Median days to close, 50 most recently updated closed PRs: 0

Stars over time

2025-09-04 · 62026-07-07 · 7

How these are measured

PracticesBeta

2 development-tooling and community-health practices detected across 2 families in the upstream repository

Checks run against github.com/lenni89/pvars on 2026-10-11.

CRAN release process (1)

cran-comments.md

Lint, format, editor (1)

RStudio project

How this is detected·Detection ruleset v3 (2026-09-26)

Dependencies

Declared dependencies

19 external dependencies (excludes base and recommended)

Installing pvars adds 46 packages (28 with compiled code, 41 MB of source tarballs). Heaviest: stringi 11 MB, ggplot2 6.0 MB, copula 3.5 MB.

Depends (2)

R >= 3.5.0svars

Imports (13)

clue copula DEoptim expm ggplot2MASSpbapply reshape2 scalesstatssteadyICAutilsvars

LinkingTo (0)

none

Suggests (8)

ggfortify ggpubr knitr plm RColorBrewer testthat (>= 2.1.0)tikzDevice urca

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)

Lennart Empting

Releases (2)

Pick two releases to compare their code metrics.

R
R 4.6.0 released · 2026-04-24
1.1.1Latest
record
2025-10-23 · current release · diff ↗
1.1.0
record
2025-10-15
R
R 4.5.0 released · 2025-04-11

Package metadata

First published: 2025-10-15
Total releases: 2 / 1 yrs
License: MIT + file LICENSE OSI
Minimum R: ≥ 3.5.0
Bundled data: 578 KB / 8 files
Download size: 3.0 MB

Appears in task views

Econometrics Time Series Analysis

Cite

Cite this package

Run in R for the authors' entry:

citation("pvars")

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 pvars version 1.1.1 [Data set]. HJJB, LLC. Data release v2026-10-19. https://doi.org/10.5281/zenodo.21843040

From data release v2026-10-19, which the citation names so these numbers can be found later. More on citing and the projects behind them.

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