Description
ARFIMA, in-mean, external regressors and various GARCH flavors, with methods for fit, forecast, simulation, inference and plotting.
Downloads
65.7K
Last 30 days
433rd
251K
Last 90 days
768.8K
Last year
Trend: -24.3% (30d vs prior 30d)
45
Last 30 days
220
Last 90 days
913
Last year
Trend: -27.4% (30d vs prior 30d)
3
Last 7 days
13
Last 30 days
0
All-time
autoCRAN-only: this name is served only by autoCRAN, so the count is exact.
CRAN Check Status
Show all 13 flavors
| 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 12 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Apr 25, 2026
NOTE 11 OK · 3 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Apr 22, 2026
installed package size
installed size is 7.7Mb
sub-directories of 1Mb or more:
R 3.1Mb
libs 2.4Mb
installed package size
installed size is 7.7Mb
sub-directories of 1Mb or more:
R 3.0Mb
libs 2.5Mb
installed package size
installed size is 6.2Mb
sub-directories of 1Mb or more:
R 3.0Mb
libs 1.1Mb
ERROR 10 OK · 3 NOTE · 0 WARNING · 1 ERROR · 0 FAILURE Apr 18, 2026
whether package can be installed
Installation failed. See 'd:/Rcompile/CRANpkg/local/4.6/rugarch.Rcheck/00install.out' for details.
installed package size
installed size is 7.7Mb
sub-directories of 1Mb or more:
R 3.1Mb
libs 2.4Mb
installed package size
installed size is 7.7Mb
sub-directories of 1Mb or more:
R 3.0Mb
libs 2.5Mb
installed package size
installed size is 6.2Mb
sub-directories of 1Mb or more:
R 3.0Mb
libs 1.1Mb
NOTE 11 OK · 3 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 10, 2026
installed package size
installed size is 7.7Mb
sub-directories of 1Mb or more:
R 3.0Mb
libs 2.5Mb
installed package size
installed size is 7.7Mb
sub-directories of 1Mb or more:
R 3.0Mb
libs 2.5Mb
installed package size
installed size is 6.2Mb
sub-directories of 1Mb or more:
R 3.0Mb
libs 1.1Mb
Code
Structure
Lines of code
46,514
Files
176
Compiled share
7.8%
Has compiled src
Yes
Language breakdown
API
Exported functions
49
Internal functions
694
Testing & CI
Has tests
No
Test-to-code ratio
0.00
testthat edition
–
CI present
No
CI type
[]
PR gated
No
Docs
Return-value doc rate
92.1%
\dontrun example ratio
58.5%
Roxygen coverage
100%
Has pkgdown
No
NEWS present
No
Health & Security signals
Informational signals; not verdicts.
on.exit coverage
34.6%
Unsafe pattern score
30
Dep constraint coverage
0%
Secret pattern count
0
Bundled 3rd-party code
2 items
Portability & License
Min R version
3.5.0
System requirements
–
C++ standard
–
License
GPL-3
License flags
SPDX valid, OSI approved
History
Versions
37
First release
2011-08-30
Latest release
2026-03-15
Avg cadence
79 days
Cold removal rate
100%
Dep drift
23
LOC over versions
Per-file churn detail lives in the source pipeline: https://github.com/r-observatory/cran-code-metrics.