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uGMAR

3.6.1Package record

Estimate Univariate Gaussian and Student's t Mixture Autoregressive Models

0packages depend
4.6Kdownloads / year
63.3%test coverage
13/13flavors OK

Overview

About

Maximum likelihood estimation of univariate Gaussian Mixture Autoregressive (GMAR), Student's t Mixture Autoregressive (StMAR), and Gaussian and Student's t Mixture Autoregressive (G-StMAR) models, quantile residual tests, graphical diagnostics, forecast and simulate from GMAR, StMAR and G-StMAR processes. Leena Kalliovirta, Mika Meitz, Pentti Saikkonen (2015) doi:10.1111/jtsa.12108, Mika Meitz, Daniel Preve, Pentti Saikkonen (2023) doi:10.1080/03610926.2021.1916531, Savi Virolainen (2022) doi:10.1515/snde-2020-0060.

Changes in 3.6.1
  • Updated the references in the vignette.
  • Updated the maintainer information.

From NEWS.md in the release

Install

Health

CRAN checks
13OK
Slowest check: 4.1 min · r-oldrel-macos-x86_64
Status changes
  • OK13 OK2026-08-04
  • NOTE12 OK, 1 NOTE2026-08-01
  • OK14 OK2026-03-10
Advisories

none known

Documentation

In release 3.6.1
READMEYes · 202 wordsVignettesYes · 1 · dynamicNEWSYes · 67% structured · mentions 3.6.1Citation fileNoWebsitenot declared in DESCRIPTION
Help pages
79 (39 internal)includes a package overview page
Examples that run
60%18 run in a plain check · 12 only when donttest examples are enabled (R CMD check --as-cran)
Exported functions with examples
100%
Documented parameters
100%
Return-value docs
100%
Help pages citing references
51%

Downloads

4.6K
CRAN downloads in the past year
Rank #5,556 · ~13/day · ~387/mo
Daily download trend is not available in this view yet.
53330 days
1.5K90 days
4.6K1 year
Compare downloads with other packages →
Also on115 r2u6 autocran121 c2d4u

Repository

1Stars
0Forks
1Open issues
0Open PRs
0Releases
350Commits
2Commit identities
350 commits · Last activity 2026-08-04 · 0% stars, 30d
Responsiveness
not measured

Stars over time

2023-02-15 · 12026-07-07 · 1
PracticesBeta

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

Checks run against github.com/saviviro/ugmar on 2026-10-21.

Docs source (1)
README.Rmd
Lint, format, editor (1)
RStudio project
How this is detected·Detection ruleset v4 (2026-10-20)

Dependencies

Declared dependencies
6 external dependencies (excludes base and recommended)

Installing uGMAR adds 3 packages (1 with compiled code, 584 KB of source tarballs). Heaviest: Brobdingnag 334 KB, gsl 227 KB, pbapply 23 KB.

Depends (1)
R >= 3.4.0
Imports (5)
LinkingTo (0)
none
Enhances (0)
none
Reverse dependencies
0direct
0indirect

Nothing depends on this yet.

Datasets

People & History

People (1)
Author, Maintainer since 1.0.0 (2017)
Releases (31)

Pick two releases to compare their code metrics.

  • 3.6.1Latest
    record
    2026-08-04 · current release · diff ↗
  • R
    R 4.6.0 released · 2026-04-24
  • 3.6.0
    record
    2025-06-19 · diff ↗ ·
    removed 11 exports
    condMoments, condmomentPlot, diagnosticPlot, isStationary, mixingWeights, quantileResidualPlot, quantileResidualTests, quantileResiduals, randomIndividual, simulateGSMAR, smartIndividual
  • R
    R 4.5.0 released · 2025-04-11
  • 3.5.2
    record
    2025-04-07 · diff ↗
  • 3.5.1
    record
    2024-12-04 · diff ↗
  • 3.5.0
    record
    2024-07-04 · diff ↗
  • R
    R 4.4.0 released · 2024-04-24
  • 3.4.5
    record
    2023-08-19 · diff ↗
  • R
    R 4.3.0 released · 2023-04-21
  • 3.4.4
    record
    2023-02-15 · diff ↗
  • 3.4.3
    record
    2022-06-07 · diff ↗
  • R
    R 4.2.0 released · 2022-04-22
  • 3.4.2
    record
    2022-01-24 · diff ↗
  • 3.4.1
    record
    2022-01-18 · diff ↗
  • 3.4.0
    record
    2021-09-02 · diff ↗
Show 25 earlier eventsHide 25 earlier events
  • 3.3.2
    record
    2021-07-08 · diff ↗
  • R
    R 4.1.0 released · 2021-05-18
  • 3.3.1
    record
    2021-05-12 · diff ↗
  • 3.3.0
    record
    2021-02-12 · diff ↗ ·
    removed 1 export
    uncondMoments
    added 11 exports
    cond_moment_plot, cond_moments, diagnostic_plot, is_stationary, mixing_weights, quantile_residual_plot, quantile_residual_tests, quantile_residuals, random_ind, smart_ind, uncond_moments
  • 3.2.6
    record
    2020-12-17 · diff ↗ ·
    added 2 exports
    LR_test, Wald_test
  • R
    R 4.0.0 released · 2020-04-24
  • 3.2.5
    record
    2020-04-04 · diff ↗ ·
    added 1 export
    condmomentPlot
  • 3.2.4
    record
    2020-03-20 · diff ↗
  • 3.2.3
    record
    2020-03-12 · diff ↗
  • 3.2.2
    record
    2020-01-16 · diff ↗ ·
    added 1 export
    profile_logliks
  • 3.2.1
    record
    2019-12-11 · diff ↗
  • 3.2.0
    record
    2019-08-27 · diff ↗ ·
    added 2 exports
    alt_gsmar, get_foc
  • 3.1.0
    record
    2019-06-26 · diff ↗ ·
    removed 4 exports
    fitGMAR, forecastGMAR, plotGMAR, simulateGMAR
    added 9 exports
    GAfit, condMoments, get_regime_autocovs, get_regime_vars, get_soc, quantileResidualPlot, stmar_to_gstmar, stmarpars_to_gstmar, uncondMoments
  • R
    R 3.6.0 released · 2019-04-26
  • 3.0.1
    record
    2018-09-22 · diff ↗ ·
    added 1 export
    get_ar_roots
  • 3.0.0
    record
    2018-08-09 · diff ↗ ·
    added 12 exports
    GSMAR, add_data, calc_gradient, calc_hessian, diagnosticPlot, fitGSMAR, get_gradient, get_hessian, get_regime_means, iterate_more, simulateGSMAR, swap_parametrization
  • 2.0.3
    record
    2018-07-20 · diff ↗
  • 2.0.2
    record
    2018-07-05 · diff ↗
  • R
    R 3.5.0 released · 2018-04-23
  • 2.0.1
    record
    2018-04-14 · diff ↗
  • 2.0.0
    record
    2018-02-26 · diff ↗
  • 1.0.2
    record
    2017-10-16 · diff ↗
  • 1.0.1
    record
    2017-08-29 · diff ↗
  • 1.0.0
    record
    2017-08-28
  • R
    R 3.4.0 released · 2017-04-21

Package metadata

First published
2017-08-28
Total releases
31 / 9 yrs
License
GPL-3 OSI
Minimum R
≥ 3.4.0
Bundled data
8.1 KB / 4 files
Download size
718 KB
Appears in task views

Cite

Cite this package

Run in R for the authors' preferred citation:

citation("uGMAR")
Virolainen, S. (2026). uGMAR: Estimate Univariate Gaussian and Student's t Mixture Autoregressive Models (Version 3.6.1) [Computer software]. https://doi.org/10.32614/CRAN.package.uGMAR

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.

APA

Balamuta, J. J. (2026). R Observatory: Metrics for uGMAR version 3.6.1 [Data set]. HJJB, LLC. Data release v2026-10-25. https://doi.org/10.5281/zenodo.21843040

From data release v2026-10-25, which the citation names so these numbers can be found later. More on citing and the projects behind them.

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