R Observatory: Metrics for sstvars version 1.2.5

Balamuta, James Joseph

doi:10.5281/zenodo.21843040

sstvars

1.2.5

Toolkit for Reduced Form and Structural Smooth Transition Vector Autoregressive Models

0packages depend

6.6Kdownloads / year

–test coverage

13/13checks pass

Overview

About

Maintained by Savi VirolainenFirst published 2024-05-2715 releasesCRAN page ↗GitHub ↗

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 (2026) doi:10.1080/07474938.2026.2673986.

Install

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

install.packages("sstvars", 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("saviviro/sstvars")

Development version from saviviro/sstvars. 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-sstvars

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-sstvars

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-sstvars

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

Health

CRAN checks

13OK

Slowest check: 7.2 min · r-devel-windows-x86_64

Code health

None

Tests · ratio 0.00

not tracked

Coverage

100%

Documentation · exports

7

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
OK2026-06-09
13 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
ERROR2026-06-07
12 OK · 0 NOTE · 0 WARNING · 1 ERROR · 0 FAILURE
OK2026-04-25
12 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE

Show 3 earlier snapshots

NOTE2026-04-22
12 OK · 2 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
ERROR2026-04-18
11 OK · 2 NOTE · 0 WARNING · 1 ERROR · 0 FAILURE
NOTE2026-03-10
12 OK · 2 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE

Documentation

READMEYes · 312 wordsVignettesYes · dynamicpkgdown siteNoNEWSYes · 67% structuredCode of conductNoContributing guideNo

Examples that run: 65%
Documented parameters: 99%
Return-value docs: 100%
References docs: 51%

Downloads

6.6K

CRAN downloads in the past year

Rank #4,972 · ~18/day · ~554/mo

Releases R versions

Daily download trend is not available in this view yet.

47430 days

1.6K90 days

6.6K1 year

Compare downloads with other packages →

Also on585 r2u21 autocran

Repository

GitHub ↗ saviviro/sstvars

6Stars

2Forks

1Open issues

0Open PRs

0Releases

856Commits

1Contributors

856 commits · Last activity 2026-08-04 · 0% stars, 30d

Stars over time

2025-04-08 · 52026-07-07 · 6

Repository practices

Upstream repositoryBeta

2 development-tooling and community-health practices detected across 2 families in the upstream repository

Checks run against github.com/saviviro/sstvars on 2026-08-23.

Docs source (1)

README.Rmd

Lint, format, editor (1)

RStudio project

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

Dependencies

Declared dependencies

9 external dependencies (excludes base and recommended)

Depends (1)

R >= 4.0.0

Imports (7)

Rcpp RcppArmadillo parallel (>= 4.0.0)pbapplystatsgraphics (>= 4.0.0)utils

LinkingTo (2)

Rcpp RcppArmadillo

Suggests (2)

knitr rmarkdown

Enhances (0)

none

Dependency license breakdown →

Reverse dependencies

0direct

0indirect

Nothing depends on this yet.

Code & Tests

Datasets

People & History

People (1)

Maintainer (1)

Savi Virolainen

Author, Maintainer

Authors (1)

Savi Virolainen

Author, Maintainer

Package Timeline

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

1.2.5Latest
2026-08-04 · current release · diff ↗
1.2.4
2026-05-29 · diff ↗
R
R 4.6.0 released · 2026-04-24
1.2.3
2026-01-26 · diff ↗
1.2.2
2025-09-15 · diff ↗
1.2.1
2025-06-19 · diff ↗
1.2.0
2025-04-30 · diff ↗
R
R 4.5.0 released · 2025-04-11
1.1.6
2025-04-08 · diff ↗
1.1.5
2025-04-01 · diff ↗
1.1.4
2025-02-27 · diff ↗
1.1.3
2025-01-30 · diff ↗
1.1.2
2025-01-08 · diff ↗
1.1.1
2024-12-07 · diff ↗
1.1.0
2024-11-29 · diff ↗
1.0.1
2024-05-29 · diff ↗

Show 2 earlier events

1.0.0
2024-05-27
R
R 4.4.0 released · 2024-04-24

Package metadata

First published: 2024-05-27
Total releases: 15 / 2 yrs
License: GPL-3 OSI
Minimum R: ≥ 4.0.0
Bundled data: 43 KB / 4 files
Download size: 934 KB
Installed size: not tracked yet
With dependencies: not tracked yet

Appears in task views

Econometrics Time Series Analysis

Cite

Cite this package

Run in R for the authors' preferred citation:

citation("sstvars")

Format

Virolainen, S. (2026). sstvars: Toolkit for Reduced Form and Structural Smooth Transition Vector Autoregressive Models (Version 1.2.5) [Computer software]. https://doi.org/10.32614/CRAN.package.sstvars

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 sstvars version 1.2.5 [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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