R Observatory: Metrics for rugarch version 1.5-6

Balamuta, James Joseph

doi:10.5281/zenodo.21843040

rugarch

1.5-6

Univariate GARCH Models

28packages depend

791.8Kdownloads / year

–test coverage

13/13checks pass

Overview

About

Maintained by Alexios GalanosFirst published 2011-09-0438 releasesCRAN page ↗GitHub ↗

ARFIMA, in-mean, external regressors and various GARCH flavors, with methods for fit, forecast, simulation, inference and plotting.

Install

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

install.packages("rugarch", 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/rugarch")

Development version from alexiosg/rugarch. 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-rugarch

Fast Ubuntu binaries via r2u (no compilation). The cranapt setup runs once and is skipped when it is already enabled.

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-rugarch

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-rugarch

RPMs auto-built from CRAN on openSUSE OBS (Tumbleweed).

Health

CRAN checks

13OK

Slowest check: 9.6 min · r-oldrel-macos-x86_64

Code health

None

Tests · ratio 0.00

not tracked

Coverage

100%

Documentation · exports

17

Dependencies · direct

Check history

OK2026-08-04
13 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
NOTE2026-08-01
12 OK · 1 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
OK2026-07-22
13 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
NOTE2026-07-12
12 OK · 1 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
OK2026-04-25
12 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE

Show 3 earlier snapshots

NOTE2026-04-22
11 OK · 3 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
ERROR2026-04-18
10 OK · 3 NOTE · 0 WARNING · 1 ERROR · 0 FAILURE
NOTE2026-03-10
11 OK · 3 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE

Documentation

READMEYes · 239 wordsVignettesYes · dynamicpkgdown siteNoNEWSNoCode of conductNoContributing guideNo

Examples that run: 41%
Documented parameters: 83%
Return-value docs: 92%
References docs: 21%

Downloads

791.8K

CRAN downloads in the past year

Rank #444 · ~2.2K/day · ~66K/mo

Releases R versions

Daily download trend is not available in this view yet.

43.5K30 days

185.2K90 days

791.8K1 year

Compare downloads with other packages →

Also on986 r2u20 autocran172 c2d4u

Repository

GitHub ↗ alexiosg/rugarch

32Stars

8Forks

0Open issues

0Open PRs

0Releases

114Commits

6Contributors

114 commits · Last activity 2026-07-18 · 0% stars, 30d

Stars over time

2025-07-08 · 272026-07-07 · 32

Repository practices

Upstream repositoryBeta

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

Checks run against github.com/alexiosg/rugarch on 2026-08-16.

Continuous integration (1)

GitHub Actions

How this is detected·Detection ruleset v1 (2026-07-18)

Dependencies

Declared dependencies

15 external dependencies (excludes base and recommended)

Depends (3)

R >= 3.5.0methodsparallel

Imports (15)

Rsolnp ks numDeriv spd xts zoo chron SkewHyperbolic RcppgraphicsfracdiffstatsgrDevicesutilsnloptr

LinkingTo (2)

Rcpp RcppArmadillo

Suggests (2)

knitr rmarkdown

Enhances (0)

none

Dependency license breakdown →

Reverse dependencies

28direct

2indirect

Code & Tests

Datasets

People & History

People (2)

Maintainer (1)

Alexios Galanos

Author, Maintainer, Copyright holder · added in 1.4-6

Authors (1)

Alexios Galanos

Author, Maintainer, Copyright holder · added in 1.4-6

Contributors (1)

Tobias Kley

Contributor · added in 1.4-1

Copyright holders (1)

Alexios Galanos

Author, Maintainer, Copyright holder · added in 1.4-6

Listed in earlier versions (1)

Alexios Ghalanos

no longer listed · 1.0 to 1.4-4

Package Timeline

38 releases. Pick two to compare their code metrics. R releases are shown for context.

1.5-6Latest
2026-07-19 · current release · diff ↗
R
R 4.6.0 released · 2026-04-24
1.5-5
2026-03-15 · diff ↗
1.5-4
2025-06-21 · diff ↗
R
R 4.5.0 released · 2025-04-11
1.5-3
2024-09-22 · diff ↗
1.5-2
2024-08-19 · diff ↗
R
R 4.4.0 released · 2024-04-24
1.5-1
2023-09-20 · diff ↗
R
R 4.3.0 released · 2023-04-21
1.4-9
2022-10-27 · diff ↗
R
R 4.2.0 released · 2022-04-22
1.4-8
2022-04-19 · diff ↗
1.4-7
2022-02-02 · diff ↗
1.4-6
2022-01-18 · diff ↗
R
R 4.1.0 released · 2021-05-18

Show 39 earlier events

1.4-4
2020-07-16 · diff ↗
R
R 4.0.0 released · 2020-04-24
1.4-2
2020-02-08 · diff ↗
R
R 3.6.0 released · 2019-04-26
1.4-1
2019-01-16 · diff ↗
R
R 3.5.0 released · 2018-04-23
1.4-0
2018-02-05 · diff ↗
1.3-8
2017-10-09 · diff ↗
R
R 3.4.0 released · 2017-04-21
R
R 3.3.0 released · 2016-05-03
1.3-6
2015-08-16 · diff ↗
R
R 3.2.0 released · 2015-04-16
1.3-4
2014-11-09 · diff ↗
1.3-3
2014-05-26 · diff ↗
R
R 3.1.0 released · 2014-04-10
1.3-1
2014-01-24 · diff ↗
1.2-9
2013-12-14 · diff ↗
1.2-7
2013-07-08 · diff ↗
1.2-6
2013-07-04 · diff ↗
1.2-2
2013-04-07 · diff ↗
1.02
2013-04-04 · diff ↗
R
R 3.0.0 released · 2013-04-03
1.0-16
2013-01-13 · diff ↗
1.0-14
2012-12-19 · diff ↗
1.0-12
2012-10-29 · diff ↗
1.0-11
2012-08-23 · diff ↗
1.0-10
2012-07-08 · diff ↗
1.0-9
2012-05-26 · diff ↗
R
R 2.15.0 released · 2012-03-30
1.0-8
2012-03-01 · diff ↗
1.0-7
2011-12-24 · diff ↗
R
R 2.14.0 released · 2011-10-31
1.0-5
2011-10-17 · diff ↗
1.0-4
2011-10-14 · diff ↗
1.0-3
2011-10-02 · diff ↗
1.0-2
2011-09-22 · diff ↗
1.0-1
2011-09-10 · diff ↗
1.0
2011-09-04
R
R 2.13.0 released · 2011-04-13

Package metadata

First published: 2011-09-04
Total releases: 38 / 15 yrs
License: GPL-3 OSI
Minimum R: ≥ 3.5.0
Bundled data: 792 KB / 4 files
Download size: 2.6 MB
Installed size: not tracked yet
With dependencies: not tracked yet

Appears in task views

Time Series Analysis

Cite

Cite this package

Run in R for the authors' preferred citation:

citation("rugarch")

Format

Galanos, A., & Kley, T. (2026). rugarch: Univariate GARCH Models (Version 1.5-6) [Computer software]. https://doi.org/10.32614/CRAN.package.rugarch

This is what citation() produces when a package has no citation file of its own. If it prints something else, use that.

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 rugarch version 1.5-6 [Data set]. HJJB, LLC. Data release v2026-08-18. https://doi.org/10.5281/zenodo.21843040

From data release v2026-08-18, which the citation names so these numbers can be found later. More on citing and the projects behind them.

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