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quadVAR

Quadratic Vector Autoregression

v0.1.2 · Feb 11, 2025 · GPL (>= 3)

Description

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.

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CRAN Check Status

13 OK
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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 13 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Jun 9, 2026
ERROR 12 OK · 0 NOTE · 0 WARNING · 1 ERROR · 0 FAILURE Jun 8, 2026
ERROR r-devel-linux-x86_64-debian-gcc

package dependencies

Package required but not available: ‘qgraph’

See section ‘The DESCRIPTION file’ in the ‘Writing R Extensions’
manual.
OK 13 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE May 10, 2026
WARNING 12 OK · 0 NOTE · 1 WARNING · 0 ERROR · 0 FAILURE May 9, 2026
WARNING r-devel-linux-x86_64-debian-gcc

PDF version of manual

LaTeX errors when creating PDF version.
This typically indicates Rd problems.
LaTeX errors found:
OK 14 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 10, 2026

Dependency Network

Dependencies Reverse dependencies cli dplyr ggplot2 magrittr ncvreg qgraph RAMP rlang shiny shinythemes stringr tibble tidyr quadVAR

Version History

1 tracked
new 0.1.2 Mar 10, 2026

R Observatory began tracking this package on Mar 10, 2026; it first appeared on CRAN Feb 11, 2025. Releases before tracking aren’t shown.