sstvars
Toolkit for Reduced Form and Structural Smooth Transition Vector Autoregressive Models
Description
Penalized and non-penalized maximum likelihood estimation of smooth transition vector autoregressive models with various types of transition weight functions, conditional distributions, and identification methods. Constrained estimation with various types of constraints is available. Residual based model diagnostics, forecasting, simulations, counterfactual analysis, and computation of impulse response functions, generalized impulse response functions, generalized forecast error variance decompositions, as well as historical decompositions. See Heather Anderson, Farshid Vahid (1998) <doi:10.1016/S0304-4076(97)00076-6>, Helmut Lütkepohl, Aleksei Netšunajev (2017) <doi:10.1016/j.jedc.2017.09.001>, Markku Lanne, Savi Virolainen (2025) <doi:10.1016/j.jedc.2025.105162>, Savi Virolainen (in press) <doi:10.1080/07474938.2026.2673986>.
Downloads
637
Last 30 days
5390th
1.4K
Last 90 days
6.5K
Last year
Trend: +49.9% (30d vs prior 30d)
24
Last 30 days
143
Last 90 days
578
Last year
Trend: -47.8% (30d vs prior 30d)
5
Last 7 days
17
Last 30 days
3
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 13 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Jun 9, 2026
ERROR 12 OK · 0 NOTE · 0 WARNING · 1 ERROR · 0 FAILURE Jun 7, 2026
PDF version of manual
Rd conversion errors: Converting parsed Rd's to LaTeX ......Warning in file(out, "wt") : cannot open file '/tmp/RtmpIX67Pd/file1659e7620fc884': No space left on device Warning in file(con, "r") : cannot open file '/tmp/RtmpIX67Pd/file1659e7620fc884': No such file or directory Error in file(con, "r") : cannot open the connection
OK 12 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Apr 25, 2026
NOTE 12 OK · 2 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Apr 22, 2026
installed package size
installed size is 5.7Mb
sub-directories of 1Mb or more:
libs 3.4Mb
installed package size
installed size is 5.7Mb
sub-directories of 1Mb or more:
libs 3.5Mb
ERROR 11 OK · 2 NOTE · 0 WARNING · 1 ERROR · 0 FAILURE Apr 18, 2026
whether package can be installed
Installation failed. See 'd:/Rcompile/CRANpkg/local/4.6/sstvars.Rcheck/00install.out' for details.
installed package size
installed size is 5.7Mb
sub-directories of 1Mb or more:
libs 3.4Mb
installed package size
installed size is 5.7Mb
sub-directories of 1Mb or more:
libs 3.5Mb
NOTE 12 OK · 2 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 10, 2026
installed package size
installed size is 5.7Mb
sub-directories of 1Mb or more:
libs 3.4Mb
installed package size
installed size is 5.7Mb
sub-directories of 1Mb or more:
libs 3.5Mb
Code
Structure
Lines of code
32,041
Files
201
Compiled share
2.4%
Has compiled src
Yes
Language breakdown
API
Exported functions
37
Internal functions
119
Recent export changes
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
100%
\dontrun example ratio
35.3%
Roxygen coverage
100%
Has pkgdown
No
NEWS present
Yes
Health & Security signals
Informational signals; not verdicts.
on.exit coverage
91.7%
Unsafe pattern score
0
Dep constraint coverage
100%
Secret pattern count
0
Bundled 3rd-party code
2 items
Portability & License
Min R version
4.0.0
System requirements
2
C++ standard
–
License
GPL-3
License flags
SPDX valid, OSI approved
History
Versions
14
First release
2024-05-27
Latest release
2026-05-29
Avg cadence
32 days
Cold removal rate
–
Dep drift
1
LOC over versions
Per-file churn detail lives in the source pipeline: https://github.com/r-observatory/cran-code-metrics.