starvars
Vector Logistic Smooth Transition Models Estimation and Prediction
Description
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>).
Downloads
344
Last 30 days
12866th
779
Last 90 days
3K
Last year
Trend: +75.5% (30d vs prior 30d)
2
Last 30 days
26
Last 90 days
114
Last year
Trend: -77.8% (30d vs prior 30d)
1
Last 7 days
11
Last 30 days
0
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 8, 2026
package dependencies
Package required but not available: ‘lessR’ See section ‘The DESCRIPTION file’ in the ‘Writing R Extensions’ manual.
OK 14 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 10, 2026
Code
Structure
Lines of code
3,081
Files
41
Compiled share
0%
Has compiled src
No
Language breakdown
API
Exported functions
6
Internal functions
18
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
33.3%
Roxygen coverage
100%
Has pkgdown
No
NEWS present
No
Health & Security signals
Informational signals; not verdicts.
on.exit coverage
100%
Unsafe pattern score
0
Dep constraint coverage
0%
Secret pattern count
0
Bundled 3rd-party code
2 items
Portability & License
Min R version
4.0
System requirements
–
C++ standard
–
License
GPL
License flags
not SPDX, not OSI
History
Versions
10
First release
2020-05-04
Latest release
2026-01-26
Avg cadence
77 days
Cold removal rate
100%
Dep drift
15
LOC over versions
Per-file churn detail lives in the source pipeline: https://github.com/r-observatory/cran-code-metrics.