R Observatory: Metrics for tseriesTARMA version 0.5-2

Balamuta, James Joseph

doi:10.5281/zenodo.21843040

tseriesTARMA

0.5-2

Analysis of Nonlinear Time Series Through Threshold Autoregressive Moving Average Models (TARMA) Models

0packages depend

156Kdownloads / year

–test coverage

11/13checks pass

Overview

About

Maintained by Simone GianneriniFirst published 2023-02-225 releasesCRAN page ↗

Routines for nonlinear time series analysis based on Threshold Autoregressive Moving Average (TARMA) models. It provides functions and methods for: TARMA model fitting and forecasting, including robust estimators, see Goracci et al. JBES (2025) doi:10.1080/07350015.2024.2412011; tests for threshold effects, see Giannerini et al. JoE (2024) doi:10.1016/j.jeconom.2023.01.004, Goracci et al. Statistica Sinica (2023) doi:10.5705/ss.202021.0120, Angelini et al. (2024) OBES doi:10.1111/obes.12647; unit-root tests based on TARMA models, see Chan et al. Statistica Sinica (2024) doi:10.5705/ss.202022.0125.

Install

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

install.packages("tseriesTARMA", 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-tseriestarma

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-tseriesTARMA

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-tseriesTARMA

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

Health

CRAN checks

2NOTE11OK

Failing flavors

NOTE r-devel-linux-x86_64-fedora-clang
NOTE r-devel-linux-x86_64-fedora-gcc

Slowest check: 4.7 min · r-devel-windows-x86_64

Code health

None

Tests · ratio 0.00

not tracked

Coverage

100%

Documentation · exports

10

Dependencies · direct

Check history

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

Documentation

READMEYes · 470 wordsVignettesNopkgdown siteNoNEWSYes · 100% structuredCode of conductNoContributing guideNo

Examples that run: 100%
Documented parameters: 91%
Return-value docs: 100%
References docs: 69%

Downloads

156K

CRAN downloads in the past year

Rank #11,590 · ~427/day · ~13K/mo

Releases R versions

Daily download trend is not available in this view yet.

18230 days

85090 days

156K1 year

Compare downloads with other packages →

Also on413 r2u19 autocran17 c2d4u

Dependencies

Declared dependencies

9 external dependencies (excludes base and recommended)

Depends (1)

R >= 3.5.0

Imports (10)

methodsstatsRsolnp lbfgsb3cMatrixRdpack mathjaxr rugarch zoo fitdistrplus

LinkingTo (0)

none

Suggests (2)

knitr rmarkdown

Enhances (0)

none

Dependency license breakdown →

Reverse dependencies

0direct

0indirect

Nothing depends on this yet.

Code & Tests

People & History

People (2)

Maintainer (1)

Simone Giannerini

Author, Maintainer

Authors (2)

Simone Giannerini

Author, Maintainer

Greta Goracci

Author

Package Timeline

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

R
R 4.6.0 released · 2026-04-24
0.5-2Latest
2026-02-13 · current release · diff ↗
R
R 4.5.0 released · 2025-04-11
0.5-1
2024-10-08 · diff ↗
R
R 4.4.0 released · 2024-04-24
0.3-4
2023-09-18 · diff ↗
unarchivedReturned to CRAN
2023-09-18
archivedRemoved from CRAN
2023-09-11
issues were not corrected in time Use of Fortran RANDOM_NUMBER
R
R 4.3.0 released · 2023-04-21
0.3-2
2023-02-24 · diff ↗
0.3-1
2023-02-22
R
R 4.2.0 released · 2022-04-22

Package metadata

First published: 2023-02-22
Total releases: 5 / 3 yrs
License: GPL (>= 2) OSI
Minimum R: ≥ 3.5.0
Bundled data: 23 KB / 2 files
Download size: 196 KB
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("tseriesTARMA")

Format

Giannerini, S., & Goracci, G. (2026). tseriesTARMA: Analysis of Nonlinear Time Series Through Threshold Autoregressive Moving Average Models (TARMA) Models (Version 0.5-2) [Computer software]. https://doi.org/10.32614/CRAN.package.tseriesTARMA

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 tseriesTARMA version 0.5-2 [Data set]. HJJB, LLC. Data release v2026-08-18. https://doi.org/10.5281/zenodo.21843040

From data release v2026-08-18, which the citation names so these numbers can be found later. More on citing and the projects behind them.

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