R Observatory: Metrics for rmgarch version 1.4-3

Balamuta, James Joseph

doi:10.5281/zenodo.21843040

rmgarch

1.4-3Package record

Multivariate GARCH Models

2packages dependsuggested by 1

223.2Kdownloads / year

–test coverage

13/13flavors OK

Overview

About

Maintained by Alexios GalanosCRAN page ↗GitHub ↗

Feasible multivariate GARCH models including DCC, GO-GARCH and Copula-GARCH.

Install

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

install.packages("rmgarch", 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("alexiosg/rmgarch")

Development version from alexiosg/rmgarch. 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-rmgarch

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-rmgarch

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-rmgarch

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: 7.9 min · r-devel-windows-x86_64

Status changes

OK13 OK2026-08-05
NOTE12 OK, 1 NOTE2026-08-01
OK13 OK2026-06-09
ERROR12 OK, 1 ERROR2026-06-08
OK12 OK2026-04-25

Show 3 earlier changesHide 3 earlier changes

NOTE12 OK, 2 NOTE2026-04-22
ERROR11 OK, 2 NOTE, 1 ERROR2026-04-18
NOTE12 OK, 2 NOTE2026-03-10

Advisories

none known

How this is measured·How advisories are found

Documentation

In release 1.4-3

READMENoVignettesYes · 1 · staticNEWSNoCitation fileYes · computed when R runs itWebsitenot declared in DESCRIPTION

Help pages: 53includes a package overview page
Examples that run: 14%1 run in a plain check · 6 never run
Exported functions with examples: 21%
Documented parameters: 86%
Return-value docs: 92%
Help pages citing references: 43%

Vignettes (1)

The rmgarch models: Background and properties PDF

How these are measured

Downloads

223.2K

CRAN downloads in the past year

Rank #2,243 · ~611/day · ~18.6K/mo

Releases R versions

Daily download trend is not available in this view yet.

3K30 days

7.7K90 days

223.2K1 year

Compare downloads with other packages →

Also on468 r2u1 autocran207 c2d4u

How downloads are counted

Repository

alexiosg/rmgarch ↗Account: alexiosg

19Stars

8Forks

0Open PRs

0Releases

58Commits

2Commit identities

58 commits · Last activity 2026-09-11 · +5.6% stars, 30d

Responsiveness

How these are sampled

PRs merged (all time): 50%
Median days to close, 50 most recently updated closed issues: not measured
Median days to close, 50 most recently updated closed PRs: 1

Stars over time

2026-07-14 · 182026-09-24 · 19

How these are measured

PracticesBeta

1 development-tooling and community-health practice detected across 1 family in the upstream repository

Checks run against github.com/alexiosg/rmgarch on 2026-10-22.

Continuous integration (1)

GitHub Actions

How this is detected·Detection ruleset v4 (2026-10-20)

AI coding toolsBeta

This repository shows signs of AI coding tools.

Devinfirst seen 2026-09-11
Commits: at least 1 crediting it in the message

Counts are commits, not lines of code. Commits by a tool's accounts count once across all of its accounts. Commits crediting it are the largest count among its credit lines, a minimum.How this is detected·Detection ruleset v4 (updated 2026-09-27)

Dependencies

Declared dependencies

13 external dependencies (excludes base and recommended)

Installing rmgarch adds 36 packages (25 with compiled code, 19 MB of source tarballs). Heaviest: mclust 2.7 MB, rugarch 2.6 MB, nloptr 2.1 MB.

Depends (4)

R >= 3.0.2methodsrugarchparallel

Imports (16)

RsolnpMASSMatrixzoo xts Bessel ff shape pcaPP spd RcpputilsgraphicsstatsgrDevicescorpcor

LinkingTo (2)

Rcpp RcppArmadillo

Suggests (0)

none

Enhances (0)

none

Dependency license breakdown →

Reverse dependencies

2direct

0indirect

Imports 2

Suggested by 1

Depends, Imports or LinkingTo, most downloaded first

ConnectednessApproach VIRF

Suggests, most downloaded first

EventStudy

How these are counted

Code & Tests

Datasets

People & History

People (1)

Alexios Galanos

Author, Maintainer, Copyright holder · added in 1.3-9

Maintainer since 1.2-0 (2013)

Listed in earlier versions (1)

Alexios Ghalanos

no longer listed · 1.2-0 to 1.3-7

Releases (14)

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
R
R 4.4.0 released · 2024-04-24
R
R 4.3.0 released · 2023-04-21
R
R 4.2.0 released · 2022-04-22
R
R 4.1.0 released · 2021-05-18
R
R 4.0.0 released · 2020-04-24
R
R 3.6.0 released · 2019-04-26
R
R 3.5.0 released · 2018-04-23
R
R 3.4.0 released · 2017-04-21
R
R 3.3.0 released · 2016-05-03
R
R 3.2.0 released · 2015-04-16
R
R 3.1.0 released · 2014-04-10
3.0.3Latest
record
2014-01-26 · current release · diff ↗
3.0.1
record
2013-04-10 · diff ↗
1.4-3
record
2026-09-13 · diff ↗

Show 12 earlier eventsHide 12 earlier events

1.4-2
record
2025-08-31 · diff ↗
1.3-9
record
2022-02-05 · diff ↗
1.3-7
record
2019-09-13 · diff ↗
1.3-6
record
2019-01-15 · diff ↗
1.3-5
record
2018-10-09 · diff ↗
1.3-0
record
2015-12-28 · diff ↗
1.2-9
record
2015-07-03 · diff ↗
1.2-8
record
2014-06-30 · diff ↗
1.2-6
record
2014-01-25 · diff ↗
1.2-5
record
2014-01-24 · diff ↗ ·
added 1 export
cordist
1.2-0
record
2013-04-10
R
R 3.0.0 released · 2013-04-03

Package metadata

First published: 2013-04-10
Total releases: 14 / 13 yrs
License: GPL-3 OSI
Minimum R: ≥ 3.0.2
Bundled data: 201 KB / 1 file
Download size: 714 KB

Appears in task views

Empirical Finance

Cite

Cite this package

Run in R for the authors' preferred citation:

citation("rmgarch")

The package provides a citation file that builds its entry when R runs it. Run citation() to see it.

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 rmgarch version 1.4-3 [Data set]. HJJB, LLC. Data release v2026-10-23. https://doi.org/10.5281/zenodo.21843040

From data release v2026-10-23, which the citation names so these numbers can be found later. More on citing and the projects behind them.

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