R Observatory: Metrics for svars version 1.3.12

Balamuta, James Joseph

doi:10.5281/zenodo.21843040

svars

1.3.12

Data-Driven Identification of SVAR Models

1packages depend

15.2Kdownloads / year

51.1%test coverage

13/13checks pass

Overview

About

Maintained by Alexander LangeFirst published 2017-11-0920 releasesCRAN page ↗

Implements data-driven identification methods for structural vector autoregressive (SVAR) models as described in Lange et al. (2021) doi:10.18637/jss.v097.i05. Based on an existing VAR model object (provided by e.g. VAR() from the 'vars' package), the structural impact matrix is obtained via data-driven identification techniques (i.e. changes in volatility (Rigobon, R. (2003) doi:10.1162/003465303772815727), patterns of GARCH (Normadin, M., Phaneuf, L. (2004) doi:10.1016/j.jmoneco.2003.11.002), independent component analysis (Matteson, D. S, Tsay, R. S., (2013) doi:10.1080/01621459.2016.1150851), least dependent innovations (Herwartz, H., Ploedt, M., (2016) doi:10.1016/j.jimonfin.2015.11.001), smooth transition in variances (Luetkepohl, H., Netsunajev, A. (2017) doi:10.1016/j.jedc.2017.09.001) or non-Gaussian maximum likelihood (Lanne, M., Meitz, M., Saikkonen, P. (2017) doi:10.1016/j.jeconom.2016.06.002)).

Install

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

install.packages("svars", repos = "https://cloud.r-project.org/")

Installs the current CRAN release. Prebuilt binaries on Windows and macOS.

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-svars

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-svars

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-svars

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

Health

CRAN checks

13OK

Slowest check: 7.6 min · r-devel-windows-x86_64

Code health

Yes

Tests · ratio 0.90

51.1%

Coverage · measured lines

100%

Documentation · exports

13

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
OK2026-05-02
13 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
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

Show 1 earlier snapshots

NOTE2026-03-10
12 OK · 2 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE

Documentation

READMENoVignettesYes · dynamicpkgdown siteNoNEWSNoCode of conductNoContributing guideNo

Examples that run: 18%
Documented parameters: 100%
Return-value docs: 100%
References docs: 85%

Downloads

15.2K

CRAN downloads in the past year

Rank #3,644 · ~42/day · ~1.3K/mo

Releases R versions

Daily download trend is not available in this view yet.

73630 days

2.6K90 days

15.2K1 year

Compare downloads with other packages →

Also on448 r2u23 autocran2.4K conda_forge98 c2d4u

Dependencies

Declared dependencies

16 external dependencies (excludes base and recommended)

Depends (2)

R >= 2.10vars

Imports (12)

expm reshape2 ggplot2 copula clue pbapply steadyICA DEoptim zoo strucchange Rcppmethods

LinkingTo (2)

Rcpp RcppArmadillo

Suggests (2)

testthat tsDyn

Enhances (0)

none

Dependency license breakdown →

Reverse dependencies

1direct

0indirect

pvars

Code & Tests

People & History

People (5)

Maintainer (1)

Alexander Lange

Author, Maintainer

Authors (4)

Author, Maintainer

Author

Author

Author

Contributors (1)

Hannes Riebl

Contributor

Package Timeline

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

R
R 4.6.0 released · 2026-04-24
1.3.12Latest
2025-08-24 · current release · diff ↗
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
1.3.11
2023-02-06 · diff ↗
unarchivedReturned to CRAN
2023-02-06
archivedRemoved from CRAN
2022-12-05
issues were not corrected despite reminders
R
R 4.2.0 released · 2022-04-22
1.3.9
2022-02-04 · diff ↗
1.3.8
2021-08-06 · diff ↗
R
R 4.1.0 released · 2021-05-18
1.3.7
2021-03-19 · diff ↗
1.3.6
2021-01-13 · diff ↗
1.3.5
2020-11-23 · diff ↗
1.3.4
2020-11-12 · diff ↗

Show 16 earlier events

R
R 4.0.0 released · 2020-04-24
1.3.3
2020-01-09 · diff ↗
1.3.2
2019-09-10 · diff ↗
1.3.1
2019-07-26 · diff ↗
1.3.0
2019-06-28 · diff ↗
R
R 3.6.0 released · 2019-04-26
1.2.2
2018-11-17 · diff ↗
1.2.1
2018-08-08 · diff ↗
1.2.0
2018-06-07 · diff ↗
R
R 3.5.0 released · 2018-04-23
1.1.2
2018-03-06 · diff ↗
1.1.1
2018-02-14 · diff ↗
1.1.0
2018-01-16 · diff ↗
1.0.1
2017-12-13 · diff ↗
1.0.0
2017-11-09
R
R 3.4.0 released · 2017-04-21

Package metadata

First published: 2017-11-09
Total releases: 20 / 9 yrs
License: MIT + file LICENSE OSI
Minimum R: ≥ 2.10
Bundled data: 18 KB / 2 files
Download size: 1.4 MB
Installed size: not tracked yet
With dependencies: not tracked yet

Appears in task views

Time Series Analysis

Cite

Cite this package

Run in R for the authors' preferred citation:

citation("svars")

Format

Lange, A., Dalheimer, B., Herwartz, H., Maxand, S., & Riebl, H. (2025). svars: Data-Driven Identification of SVAR Models (Version 1.3.12) [Computer software]. https://doi.org/10.32614/CRAN.package.svars

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 svars version 1.3.12 [Data set]. HJJB, LLC. Data release v2026-08-16. https://doi.org/10.5281/zenodo.21843040

From data release v2026-08-16, which the citation names so these numbers can be found later. More on citing and the projects behind them.

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