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varmapack

0.1.2Package record

Burn-in-Free Simulation and Analysis of Gaussian VARMA Models

0packages depend
537downloads / year
–test coverage
13/13flavors OK

Overview

About

Simulates Gaussian vector autoregressive-moving-average time-series models without a burn-in period by drawing startup shocks from their model-implied conditional distribution. Also provides model test cases, autocovariances, spectral radii, and impulse responses.

Changes in 0.1.2
  • Added an empirical example using European stock-index returns and expanded repository statistical tests, benchmark analysis, and documentation following SoftwareX review.
  • Improved portability for builds using link-time optimization (LTO), as requested by CRAN.

From NEWS.md in the release

Install

Health

CRAN checks
13OK
Slowest check: 2.7 min · r-devel-windows-x86_64
Status changes
  • OK13 OKNow
  • OK6 OK2026-09-13
Advisories

none known

Documentation

In release 0.1.2
READMEYes · 221 wordsVignettesYes · 2 · dynamicNEWSYes · 100% structured · mentions 0.1.2Citation fileNoWebsitenot declared in DESCRIPTION
Help pages
6 (1 internal)includes a package overview page
Examples that run
100%5 run in a plain check
Exported functions with examples
100%
Documented parameters
88%
Return-value docs
100%
Help pages citing references
0%

Downloads

537
CRAN downloads in the past year
Rank #23,918 · ~1/day · ~45/mo
Daily download trend is not available in this view yet.
28930 days
53790 days
5371 year
Compare downloads with other packages →
Also on25 r2u1 autocran

Repository

0Stars
0Forks
0Open issues
0Open PRs
1Releases
67Commits
1Commit identities
67 commits · Last activity 2026-09-14
Responsiveness
not measured

Commits over time

2026-09-15 · 662026-09-20 · 67
PracticesBeta

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

Checks run against github.com/jonasson2/varmapack on 2026-10-25.

Continuous integration (1)
GitHub Actions
Git structural (1)
.gitattributes
How this is detected·Detection ruleset v4 (2026-10-20)

Dependencies

Declared dependencies
6 external dependencies (excludes base and recommended)

Installing varmapack adds 2 packages (1 with compiled code, 178 KB of source tarballs). Heaviest: randompack 115 KB, R6 63 KB.

Depends (1)
R >= 4.0.0
Imports (2)
LinkingTo (1)
Enhances (0)
none
Reverse dependencies
0direct
0indirect

Nothing depends on this yet.

People & History

People (1)
Author, Maintainer since 0.1.1 (2026)
Releases (2)

Pick two releases to compare their code metrics.

  • 0.1.2Latest
    record
    2026-09-15 · current release · diff ↗
  • 0.1.1
    record
    2026-09-12
  • R
    R 4.6.0 released · 2026-04-24

Package metadata

First published
2026-09-12
Total releases
2 / 1 yrs
License
MIT + file LICENSE OSI
Minimum R
≥ 4.0.0
Download size
70 KB
Appears in task views

Cite

Cite this package

Run in R for the authors' preferred citation:

citation("varmapack")
Jónasson, K. (2026). varmapack: Burn-in-Free Simulation and Analysis of Gaussian VARMA Models (Version 0.1.2) [Computer software]. https://doi.org/10.32614/CRAN.package.varmapack

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 varmapack version 0.1.2 [Data set]. HJJB, LLC. Data release v2026-10-26. https://doi.org/10.5281/zenodo.21843040

From data release v2026-10-26, which the citation names so these numbers can be found later. More on citing and the projects behind them.

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