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starvars

1.1.11Package record

Vector Logistic Smooth Transition Models Estimation and Prediction

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

Overview

About

Allows the user to estimate a vector logistic smooth transition autoregressive model via maximum log-likelihood or nonlinear least squares. It further permits to test for linearity in the multivariate framework against a vector logistic smooth transition autoregressive model with a single transition variable. The estimation method is discussed in Terasvirta and Yang (2014, doi:10.1108/S0731-9053(2013)0000031008). Also, realized covariances can be constructed from stock market prices or returns, as explained in Andersen et al. (2001, doi:10.1016/S0304-405X(01)00055-1).

Install

Health

CRAN checks
13OK
Slowest check: 2.8 min · r-oldrel-macos-x86_64
Status changes
  • OK13 OK2026-08-04
  • NOTE12 OK, 1 NOTE2026-08-01
  • OK13 OK2026-06-09
  • ERROR12 OK, 1 ERROR2026-06-08
  • OK14 OK2026-03-10
Advisories

none known

Documentation

In release 1.1.11
READMEYes · 78 wordsVignettesNoNEWSNoCitation fileNoWebsitenot declared in DESCRIPTION
Help pages
18 (2 internal)
Examples that run
67%4 run in a plain check · 2 only when donttest examples are enabled (R CMD check --as-cran)
Exported functions with examples
83%
Documented parameters
100%
Return-value docs
100%
Help pages citing references
56%

Downloads

3K
CRAN downloads in the past year
Rank #14,544 · ~8/day · ~251/mo
Daily download trend is not available in this view yet.
32130 days
80790 days
3K1 year
Compare downloads with other packages →
Also on92 r2u12 autocran

Repository

5Stars
5Forks
0Open issues
0Open PRs
0Releases
113Commits
1Commit identities
License file reads as GPL-2.0 · 113 commits · Last activity 2022-01-17 · 0% stars, 30d · The default branch showed an older version (1.1.10) than CRAN on 2026-10-11
Responsiveness
How these are sampled
PRs merged (all time)
0%
Median days to close, 50 most recently updated closed issues
not measured
Median days to close, 50 most recently updated closed PRs
130

Stars over time

2024-11-23 · 52026-07-07 · 5
PracticesBeta

3 development-tooling and community-health practices detected across 3 families in the upstream repository

Checks run against github.com/andbucci/starvars on 2026-10-11.

Docs source (1)
README.Rmd
CRAN release process (1)
revdep/
Lint, format, editor (1)
RStudio project
How this is detected·Detection ruleset v3 (2026-09-26)

Dependencies

Declared dependencies
10 external dependencies (excludes base and recommended)

Installing starvars adds 112 packages (64 with compiled code, 94 MB of source tarballs). Heaviest: stringi 11 MB, ggplot2 6.0 MB, data.table 5.7 MB.

Depends (1)
R >= 4.0
LinkingTo (0)
none
Suggests (0)
none
Enhances (0)
none
Reverse dependencies
0direct
0indirect

Nothing depends on this yet.

Datasets

People & History

People (4)
Author, Maintainer since 0.1.7 (2020), Copyright holder
Contributor
Releases (10)

Pick two releases to compare their code metrics.

  • R
    R 4.6.0 released · 2026-04-24
  • 1.1.11Latest
    record
    2026-01-26 · current release · diff ↗ ·
    removed 1 export
    logLik.VLSTAR
  • R
    R 4.5.0 released · 2025-04-11
  • 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
  • 1.1.10
    record
    2022-01-17 · diff ↗
  • 1.1.9
    record
    2021-11-01 · diff ↗ ·
    added 1 export
    logLik.VLSTAR
  • unarchivedReturned to CRAN
    2021-10-29
  • 1.1.8
    record
    2021-10-29 · diff ↗
  • archivedRemoved from CRAN
    2021-10-05
    check problems were not corrected in time
  • 1.1.7
    record
    2021-09-17 · diff ↗
  • 1.1.5
    record
    2021-09-13 · diff ↗ ·
    removed 1 export
    pattern:^[[:alpha:]]+
    added 6 exports
    VLSTAR, VLSTARjoint, lrvarbart, multiCUMSUM, rcov, startingVLSTAR
  • R
    R 4.1.0 released · 2021-05-18
  • 1.1.2
    record
    2021-01-11 · diff ↗
  • 1.1.1
    record
    2020-09-17 · diff ↗
Show 3 earlier eventsHide 3 earlier events

Package metadata

First published
2020-05-04
Total releases
10 / 6 yrs
License
GPL
Minimum R
≥ 4.0
Bundled data
205 KB / 3 files
Download size
246 KB

Cite

Cite this package

Run in R for the authors' preferred citation:

citation("starvars")
Bucci, A., Faragalli, A., Palomba, G., & Rossi, E. (2026). starvars: Vector Logistic Smooth Transition Models Estimation and Prediction (Version 1.1.11) [Computer software]. https://doi.org/10.32614/CRAN.package.starvars

This package has no citation file, so citation() returns this entry built from DESCRIPTION.

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 starvars version 1.1.11 [Data set]. HJJB, LLC. Data release v2026-10-18. https://doi.org/10.5281/zenodo.21843040

From data release v2026-10-18, which the citation names so these numbers can be found later. More on citing and the projects behind them.

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