Quadratic Vector Autoregression
Overview
Estimate quadratic vector autoregression models with the strong hierarchy using the Regularization Algorithm under Marginality Principle (RAMP) by Hao et al. (2018) doi:10.1080/01621459.2016.1264956, compare the performance with linear models, and construct networks with partial derivatives.
- Added a startup check for the installed version of
RAMP. - If an outdated version (< 2.0.3) is detected, users are informed about a known bug affecting model selection and guided to install a patched version.
- First CRAN release.
From NEWS.md in the release
Install
Health
- OK13 OK2026-08-05
- NOTE12 OK, 1 NOTE2026-08-01
- OK13 OK2026-06-09
- ERROR12 OK, 1 ERROR2026-06-08
- OK13 OK2026-05-10
Show 2 earlier changesHide 2 earlier changes
- WARNING12 OK, 1 WARNING2026-05-09
- OK14 OK2026-03-10
Documentation
- Help pages
- 13 (1 internal)
- Examples that run
- 100%3 run in a plain check
- Exported functions with examples
- 30%
- Documented parameters
- 99%
- Return-value docs
- 100%
- Help pages citing references
- 23%
Downloads
Repository
Releases over time
9 development-tooling and community-health practices detected across 4 families in the upstream repository
Checks run against github.com/sciurus365/quadvar on 2026-10-18.
The R CMD check workflow runs on Linux, macOS and Windows, and on R-devel
GitHub Pages site last deployed 2025-02-12 · The repository has a site deploy workflow
pkgdown site last built 2025-02-12
Dependencies
Installing quadVAR adds 91 packages (51 with compiled code, 77 MB of source tarballs). Heaviest: stringi 11 MB, ggplot2 6.0 MB, data.table 5.7 MB.
Code & Tests
People & History
- RR 4.6.0 released · 2026-04-24
- RR 4.5.0 released · 2025-04-11
- 0.1.2Latest2025-02-11 · current release
- RR 4.4.0 released · 2024-04-24
Package metadata
- First published
- 2025-02-11
- Total releases
- 1 / 1 yrs
- License
- GPL (>= 3) OSI
- Download size
- 56 KB
Cite
Cite this package
Run in R for the authors' preferred citation:
citation("quadVAR")This package has no citation file, so citation() returns this entry built from DESCRIPTION.
Cite the R Observatory
For a number measured here: a download total, a coverage figure, an archival date.
From data release v2026-10-21, which the citation names so these numbers can be found later. More on citing and the projects behind them.