Vector Logistic Smooth Transition Models Estimation and Prediction
Overview
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
- OK13 OK2026-08-04
- NOTE12 OK, 1 NOTE2026-08-01
- OK13 OK2026-06-09
- ERROR12 OK, 1 ERROR2026-06-08
- OK14 OK2026-03-10
Documentation
- 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
Repository
- 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
Forks over time
PRs over time
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.
Dependencies
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.
Code & Tests
Datasets
People & History
Pick two releases to compare their code metrics.
- RR 4.6.0 released · 2026-04-24
- 1.1.11Latest
- RR 4.5.0 released · 2025-04-11
- RR 4.4.0 released · 2024-04-24
- RR 4.3.0 released · 2023-04-21
- RR 4.2.0 released · 2022-04-22
- 1.1.102022-01-17 · diff ↗
- 1.1.9
- unarchivedReturned to CRAN2021-10-29
- 1.1.82021-10-29 · diff ↗
- archivedRemoved from CRAN2021-10-05check problems were not corrected in time
- 1.1.72021-09-17 · diff ↗
- 1.1.52021-09-13 · diff ↗ ·
removed 1 export
pattern:^[[:alpha:]]+added 6 exports
VLSTAR, VLSTARjoint, lrvarbart, multiCUMSUM, rcov, startingVLSTAR - RR 4.1.0 released · 2021-05-18
- 1.1.22021-01-11 · diff ↗
- 1.1.12020-09-17 · diff ↗
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")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.
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.