R Observatory: Metrics for varGuidTS version 0.1.13

Balamuta, James Joseph

doi:10.5281/zenodo.21843040

varGuidTS

0.1.13

Variance-Guided Time-Series Modeling for Temporal Risk Detection

0packages depend

823downloads / year

72.0%test coverage

13/13checks pass

Overview

About

Maintained by Min LuFirst published 2026-05-281 releasesCRAN page ↗GitHub ↗

Fits balanced-panel autoregressive models with conditional heteroscedasticity for temporal risk detection. The main estimator combines autoregressive exogenous mean modeling with GARCH-X variance modeling, subject-specific baseline terms, shared population coefficients, and L1 penalization for high-dimensional covariates. The package returns conditional mean and variance estimates, coefficient summaries, simulations, and exceedance-based risk scores defined as estimated conditional threshold-exceedance probabilities. The implementation builds on the lasso of Tibshirani (1996) doi:10.1111/j.2517-6161.1996.tb02080.x, generalized autoregressive conditional heteroscedasticity of Bollerslev (1986) doi:10.1016/0304-4076(86)90063-1, and L1-regularized high-dimensional time-series modeling of Medeiros and Mendes (2016) doi:10.1016/j.jeconom.2015.10.011.

Install

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

install.packages("varGuidTS", 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("zionwzz/variance-guided-risk-demo")

Development version from zionwzz/variance-guided-risk-demo. 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-varguidts

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-varGuidTS

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-varGuidTS

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

Health

CRAN checks

13OK

Slowest check: 1.8 min · r-oldrel-windows-x86_64

Code health

Yes

Tests · ratio 0.06

72.0%

Coverage · measured lines

100%

Documentation · exports

2

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
OK2026-06-09
13 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
NOTE2026-06-08
12 OK · 1 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
OK2026-05-29
7 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE

Documentation

READMEYes · 175 wordsVignettesNopkgdown siteNoNEWSYes · 100% structuredCode of conductNoContributing guideNo

Examples that run: 50%
Documented parameters: 100%
Return-value docs: 100%
References docs: 50%

Downloads

823

CRAN downloads in the past year

Rank #12,355 · ~2/day · ~69/mo

Releases R versions

Daily download trend is not available in this view yet.

17930 days

82390 days

8231 year

Compare downloads with other packages →

Also on13 r2u4 autocran

Repository

GitHub ↗ zionwzz/variance-guided-risk-demo

0Stars

0Forks

0Open issues

0Open PRs

0Releases

License MIT · Last activity 2026-07-03

Repository practices

Upstream repositoryBeta

Checks run against github.com/zionwzz/variance-guided-risk-demo on 2026-08-23.

No development-tooling practices detected in the upstream repository.

How this is detected·Detection ruleset v1 (2026-07-18)

Dependencies

Declared dependencies

2 external dependencies (excludes base and recommended)

Depends (1)

R >= 4.1.0

Imports (2)

statsglmnet

LinkingTo (0)

none

Suggests (1)

testthat

Enhances (0)

none

Dependency license breakdown →

Reverse dependencies

0direct

0indirect

Nothing depends on this yet.

Code & Tests

People & History

People (2)

Maintainer (1)

Min Lu

Author, Maintainer

Authors (2)

Min Lu

Author, Maintainer

Zihao Wang

Author

Package Timeline

1 release. R releases are shown for context.

0.1.13Latest
2026-05-28 · current release
R
R 4.6.0 released · 2026-04-24

Package metadata

First published: 2026-05-28
Total releases: 1 / 1 yrs
License: MIT + file LICENSE OSI
Minimum R: ≥ 4.1.0
Download size: 22 KB
Installed size: not tracked yet
With dependencies: not tracked yet

Cite

Cite this package

Run in R for the authors' preferred citation:

citation("varGuidTS")

Format

Lu, M., & Wang, Z. (2026). varGuidTS: Variance-Guided Time-Series Modeling for Temporal Risk Detection (Version 0.1.13) [Computer software]. https://doi.org/10.32614/CRAN.package.varGuidTS

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 varGuidTS version 0.1.13 [Data set]. HJJB, LLC. Data release v2026-08-24. https://doi.org/10.5281/zenodo.21843040

From data release v2026-08-24, which the citation names so these numbers can be found later. More on citing and the projects behind them.

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