R Observatory: Metrics for sparsevar version 1.0.0

Balamuta, James Joseph

doi:10.5281/zenodo.21843040

sparsevar

1.0.0

Sparse VAR (Vector Autoregression) / VECM (Vector Error Correction Model) Estimation

0packages depend

1.9Kdownloads / year

0.0%test coverage

13/13checks pass

Overview

About

Maintained by Simone VazzolerFirst published 2016-05-048 releasesCRAN page ↗GitHub ↗

A wrapper for sparse VAR (Vector Autoregression) and VECM (Vector Error Correction Model) time series models estimation using penalties like ENET (Elastic Net), SCAD (Smoothly Clipped Absolute Deviation) and MCP (Minimax Concave Penalty). Based on the work of Basu and Michailidis (2015) doi:10.1214/15-AOS1315.

Install

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

install.packages("sparsevar", 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("svazzole/sparsevar")

Development version from svazzole/sparsevar. 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-sparsevar

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-sparsevar

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-sparsevar

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

Health

CRAN checks

13OK

Slowest check: 2.1 min · r-oldrel-windows-x86_64

Code health

Yes

Tests · ratio 0.02

0.0%

Coverage · measured lines

100%

Documentation · exports

12

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
OK2026-03-10
13 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE

Documentation

READMEYes · 410 wordsVignettesYes · dynamicpkgdown siteNoNEWSYes · 100% structuredCode of conductNoContributing guideNo

Examples that run: 100%
Documented parameters: 100%
Return-value docs: 100%
References docs: 0%

Downloads

1.9K

CRAN downloads in the past year

Rank #13,578 · ~5/day · ~156/mo

Releases R versions

Daily download trend is not available in this view yet.

24230 days

76690 days

1.9K1 year

Compare downloads with other packages →

Also on114 r2u26 autocran67 c2d4u

Repository

GitHub ↗ svazzole/sparsevar

13Stars

10Forks

2Open issues

0Open PRs

4Releases

371Commits

2Contributors

varstatisticseconometricssparsevecmlassoscadmcp

License GPL-2.0 · 371 commits · Last activity 2026-08-04 · 0% stars, 30d

Stars over time

2025-08-13 · 112026-07-07 · 13

Repository practices

Upstream repositoryBeta

8 development-tooling and community-health practices detected across 5 families in the upstream repository

Checks run against github.com/svazzole/sparsevar on 2026-08-23.

Continuous integration (2)

GitHub ActionsTravis CI

Reproducibility and dev environment (1)

renv

CRAN release process (3)

cran-comments.mdrevdep/CRAN-SUBMISSION

Lint, format, editor (1)

RStudio project

Show all practices

Governance and community (1)

Funding

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

Dependencies

Declared dependencies

12 external dependencies (excludes base and recommended)

Depends (1)

R >= 4.5.0

Imports (12)

MatrixncvregparalleldoParallel glmnet ggplot2 reshape2gridmvtnorm corpcor checkmate rlang

LinkingTo (0)

none

Suggests (3)

knitr rmarkdown testthat

Enhances (0)

none

Dependency license breakdown →

Reverse dependencies

0direct

0indirect

Nothing depends on this yet.

Code & Tests

People & History

People (1)

Maintainer (1)

Simone Vazzoler

Author, Maintainer

Authors (1)

Simone Vazzoler

Author, Maintainer

Listed in earlier versions (2)

Lorenzo Frattarolo

no longer listed · 0.0.3 to 0.0.10

Monica Billio

no longer listed · 0.0.5 to 0.0.10

Package Timeline

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

R
R 4.6.0 released · 2026-04-24
1.0.0Latest
2026-02-04 · current release · diff ↗
unarchivedReturned to CRAN
2026-02-04
R
R 4.5.0 released · 2025-04-11
archivedRemoved from CRAN
2025-02-09
requires archived package 'picasso'
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
0.1.0
2021-04-18 · diff ↗
R
R 4.0.0 released · 2020-04-24
0.0.11
2019-08-19 · diff ↗
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
0.0.10
2016-11-07 · diff ↗

Show 5 earlier events

0.0.9
2016-10-19 · diff ↗
0.0.7
2016-07-06 · diff ↗
0.0.5
2016-06-07 · diff ↗
0.0.3
2016-05-04
R
R 3.3.0 released · 2016-05-03

Package metadata

First published: 2016-05-04
Total releases: 8 / 10 yrs
License: GPL-2 OSI
Minimum R: ≥ 4.5.0
Download size: 85 KB
Installed size: not tracked yet
With dependencies: not tracked yet

Cite

Cite this package

Run in R for the authors' preferred citation:

citation("sparsevar")

Format

Vazzoler, S. (2026). sparsevar: Sparse VAR (Vector Autoregression) / VECM (Vector Error Correction Model) Estimation (Version 1.0.0) [Computer software]. https://doi.org/10.32614/CRAN.package.sparsevar

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 sparsevar version 1.0.0 [Data set]. HJJB, LLC. Data release v2026-08-23. https://doi.org/10.5281/zenodo.21843040

From data release v2026-08-23, which the citation names so these numbers can be found later. More on citing and the projects behind them.

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