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spGARCH

0.2.3Package record

Spatial ARCH and GARCH Models (spGARCH)

0packages depend
3Kdownloads / year
–test coverage
13/13flavors OK

Overview

About

A collection of functions to deal with spatial and spatiotemporal autoregressive conditional heteroscedasticity (spatial ARCH and GARCH models) by Otto, Schmid, Garthoff (2018, Spatial Statistics) doi:10.1016/j.spasta.2018.07.005: simulation of spatial ARCH-type processes (spARCH, log/exponential-spARCH, complex-spARCH); quasi-maximum-likelihood estimation of the parameters of spARCH models and spatial autoregressive models with spARCH disturbances, diagnostic checks, visualizations.

Install

Health

CRAN checks
13OK
Slowest check: 4.5 min · r-devel-windows-x86_64
Status changes
  • OK13 OK2026-08-04
  • NOTE12 OK, 1 NOTE2026-08-01
  • OK12 OK2026-04-25
  • NOTE12 OK, 2 NOTE2026-04-22
  • ERROR11 OK, 2 NOTE, 1 ERROR2026-04-18
Show 1 earlier changeHide 1 earlier change
  • NOTE12 OK, 2 NOTE2026-03-10
Advisories

none known

Documentation

In release 0.2.3
READMENoVignettesNoNEWSNoCitation fileYes · cites a publicationWebsitenot declared in DESCRIPTION
Help pages
13
Examples that run
100%6 run in a plain check
Exported functions with examples
100%
Documented parameters
100%
Return-value docs
100%
Help pages citing references
46%

Downloads

3K
CRAN downloads in the past year
Rank #14,226 · ~8/day · ~249/mo
Daily download trend is not available in this view yet.
29130 days
82690 days
3K1 year
Compare downloads with other packages →
Also on351 r2u3 autocran

Dependencies

Declared dependencies
8 external dependencies (excludes base and recommended)

Installing spGARCH adds 26 packages (18 with compiled code, 33 MB of source tarballs). Heaviest: sf 9.3 MB, spdep 4.5 MB, sp 4.3 MB.

Depends (1)
R >= 3.1.0
Imports (9)
LinkingTo (3)
Suggests (0)
none
Enhances (0)
none
Reverse dependencies
0direct
0indirect

Nothing depends on this yet.

Datasets

People & History

People (1)
Maintainer since 0.1.2 (2018), Author
Releases (9)

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
  • 0.2.3Latest
    record
    2025-04-09 · current release · diff ↗
  • 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
  • unarchivedReturned to CRAN
    2020-09-02
  • 0.2.2
    record
    2020-09-02 · diff ↗
  • archivedRemoved from CRAN
    2020-06-15
    check problems were not corrected in time
  • R
    R 4.0.0 released · 2020-04-24
  • 0.2.1
    record
    2020-02-11 · diff ↗
  • 0.2.0
    record
    2019-08-25 · diff ↗ ·
    added 1 export
    sim.spGARCH
  • R
    R 3.6.0 released · 2019-04-26
  • 0.1.6
    record
    2018-08-10 · diff ↗
  • 0.1.5
    record
    2018-06-29 · diff ↗
Show 5 earlier eventsHide 5 earlier events
  • R
    R 3.5.0 released · 2018-04-23
  • 0.1.4
    record
    2018-04-19 · diff ↗
  • 0.1.3
    record
    2018-03-29 · diff ↗
  • 0.1.2
    record
    2018-03-28
  • R
    R 3.4.0 released · 2017-04-21

Package metadata

First published
2018-03-28
Total releases
9 / 8 yrs
License
GPL
Minimum R
≥ 3.1.0
Bundled data
179 KB / 1 file
Download size
197 KB

Cite

Cite this package

Run in R for the authors' entry:

citation("spGARCH")

The package provides a citation file, so citation() returns the authors' own entry.

It points to 10.1016/j.spasta.2018.07.005.

Cite the R Observatory

For a number measured here: a download total, a coverage figure, an archival date.

APA

Balamuta, J. J. (2026). R Observatory: Metrics for spGARCH version 0.2.3 [Data set]. HJJB, LLC. Data release v2026-10-21. https://doi.org/10.5281/zenodo.21843040

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.

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