R Observatory: Metrics for tsmarch version 1.0.0

Balamuta, James Joseph

doi:10.5281/zenodo.21843040

tsmarch needs flextable (through tsgarch), which CRAN will archive unless its check problems are fixed by Oct 22.

tsmarch

1.0.0Package record

Multivariate ARCH Models

0packages depend

7.3Kdownloads / year

34.0%test coverage

13/13flavors OK

Overview

About

Maintained by Alexios GalanosCRAN page ↗GitHub ↗Website ↗Issues ↗

Feasible Multivariate Generalized Autoregressive Conditional Heteroscedasticity (GARCH) models including Dynamic Conditional Correlation (DCC), Copula GARCH and Generalized Orthogonal GARCH with Generalized Hyperbolic distribution. A review of some of these models can be found in Boudt, Galanos, Payseur and Zivot (2019) doi:10.1016/bs.host.2019.01.001.

Install

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

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

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

if (!requireNamespace("pak", quietly = TRUE))
  install.packages("pak", repos = "https://cloud.r-project.org/")
pak::pak("tsmodels/tsmarch")

Development version from tsmodels/tsmarch. Installs pak first if it is not already available.

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-tsmarch

Fast Ubuntu binaries via r2u (no compilation). The cranapt setup runs once and is skipped when it is already enabled. We list this channel from recorded r2u download activity rather than from a live index of the repository, so treat it as last known rather than guaranteed.

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-tsmarch

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-tsmarch

RPMs auto-built from CRAN on openSUSE OBS (Tumbleweed). We list this channel from recorded autoCRAN download activity rather than from a live index of the repository, so treat it as last known rather than guaranteed.

Health

CRAN checks

13OK

CRAN check page ↗

Slowest check: 21.5 min · r-oldrel-windows-x86_64

Status changes

OK13 OK2026-08-04
NOTE12 OK, 1 NOTE2026-08-01
OK13 OK2026-07-29
ERROR12 OK, 1 ERROR2026-07-27
OK13 OK2026-07-05

Show 13 earlier changesHide 13 earlier changes

ERROR12 OK, 1 ERROR2026-07-04
OK13 OK2026-06-20
ERROR12 OK, 1 ERROR2026-06-18
OK13 OK2026-06-09
ERROR12 OK, 1 ERROR2026-06-07
OK13 OK2026-05-10
ERROR12 OK, 1 ERROR2026-05-08
OK13 OK2026-05-04
ERROR11 OK, 1 ERROR2026-04-30
OK11 OK2026-04-25
NOTE11 OK, 3 NOTE2026-04-24
ERROR10 OK, 3 NOTE, 1 ERROR2026-04-18
NOTE11 OK, 3 NOTE2026-03-10

Advisories

none known

How this is measured·How advisories are found

Documentation

In release 1.0.0

README· In the repository, left out of the releaseVignettesYes · 2 · dynamicNEWSNoCitation fileNoWebsiteYes

Help pages: 37 (2 internal)includes a package overview page
Examples that run: 100%1 run in a plain check
Exported functions with examples: 11%
Documented parameters: 100%
Return-value docs: 89%
Help pages citing references: 3% with a bibliography file

Vignettes (2)

How these are measured

Downloads

7.3K

CRAN downloads in the past year

Rank #5,725 · ~20/day · ~609/mo

Releases R versions

Daily download trend is not available in this view yet.

50630 days

1.4K90 days

7.3K1 year

Compare downloads with other packages →

Also on392 r2u3 autocran

How downloads are counted

Repository

tsmodels/tsmarch ↗Organization: tsmodels

12Stars

1Forks

0Open issues

0Open PRs

0Releases

28Commits

1Commit identities

econometricsfinancegarchmultivariate-timeseriestime-series

28 commits · Last activity 2026-09-21 · 0% stars, 30d · Default branch at 1.0.3, ahead of CRAN 1.0.0 (checked 2026-10-11)

Responsiveness

How these are sampled

PRs merged (all time): not measured
Median days to close, 50 most recently updated closed issues: 54
Median days to close, 50 most recently updated closed PRs: not measured

Stars over time

2025-05-30 · 82026-08-05 · 12

How these are measured

PracticesBeta

2 development-tooling and community-health practices detected across 1 family in the upstream repository

Checks run against github.com/tsmodels/tsmarch on 2026-10-11.

Continuous integration (2)

GitHub ActionsR CMD check workflow

The R CMD check workflow runs on Linux, macOS and Windows, and on R-devel

How this is detected·Detection ruleset v3 (2026-09-26)

Dependencies

Declared dependencies

27 external dependencies (excludes base and recommended)

Installing tsmarch adds 91 packages (55 with compiled code, 69 MB of source tarballs). Heaviest: stringi 11 MB, data.table 5.7 MB, bslib 5.6 MB.

Depends (3)

R >= 3.5.0methodstsmethods

Imports (20)

Rcpp RcppParallel tsgarch tsdistributions (>= 1.0.2)RcppBessel Rsolnp nloptr numDeriv abind shape Rdpack xts zoo lubridate sandwich future.apply futurestatsutilsdata.table

LinkingTo (4)

Rcpp RcppArmadillo RcppParallel RcppBessel

Suggests (4)

knitr rmarkdown testthat tstests

Enhances (0)

none

Dependencies facing archival

CRAN will archive these unless their check problems are fixed by the date shown. This package needs each one to install.

flextable through tsgarchfix by Oct 22

Dependency license breakdown →

Reverse dependencies

0direct

0indirect

Nothing depends on this yet.

How these are counted

Code & Tests

Datasets

People & History

People (1)

Alexios Galanos

Releases (1)

R
R 4.6.0 released · 2026-04-24
R
R 4.5.0 released · 2025-04-11
1.0.0Latest
record
2024-11-18 · current release
R
R 4.4.0 released · 2024-04-24

Package metadata

First published: 2024-11-18
Total releases: 1 / 2 yrs
License: GPL-2 OSI
Minimum R: ≥ 3.5.0
Bundled data: 584 KB / 2 files
Download size: 2.3 MB

Appears in task views

Time Series Analysis

Cite

Cite this package

Run in R for the authors' preferred citation:

citation("tsmarch")

Format

Galanos, A. (2024). tsmarch: Multivariate ARCH Models (Version 1.0.0) [Computer software]. https://doi.org/10.32614/CRAN.package.tsmarch

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.

Format

APA

Balamuta, J. J. (2026). R Observatory: Metrics for tsmarch version 1.0.0 [Data set]. HJJB, LLC. Data release v2026-10-19. https://doi.org/10.5281/zenodo.21843040

From data release v2026-10-19, which the citation names so these numbers can be found later. More on citing and the projects behind them.

Report a problem with this page →