R Observatory: Metrics for xdcclarge version 0.1.0

Balamuta, James Joseph

doi:10.5281/zenodo.21843040

xdcclarge

0.1.0

Estimating a (c)DCC-GARCH Model in Large Dimensions

0packages depend

2.2Kdownloads / year

–test coverage

13/13checks pass

Overview

About

Maintained by Kei NakagawaFirst published 2018-07-121 releasesCRAN page ↗

Functions for Estimating a (c)DCC-GARCH Model in large dimensions based on a publication by Engle et,al (2017) doi:10.1080/07350015.2017.1345683 and Nakagawa et,al (2018) doi:10.3390/ijfs6020052. This estimation method is consist of composite likelihood method by Pakel et al. (2014) http://paneldataconference2015.ceu.hu/Program/Cavit-Pakel.pdf and (Non-)linear shrinkage estimation of covariance matrices by Ledoit and Wolf (2004,2015,2016). (doi:10.1016/S0047-259X(03)00096-4, doi:10.1214/12-AOS989, doi:10.1016/j.jmva.2015.04.006).

Install

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

install.packages("xdcclarge", 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-xdcclarge

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-xdcclarge

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-xdcclarge

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

Health

CRAN checks

13OK

Slowest check: 3.8 min · r-devel-windows-x86_64

Code health

None

Tests · ratio 0.00

not tracked

Coverage

100%

Documentation · exports

3

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
OK2026-04-22
14 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE

Show 2 earlier snapshots

ERROR2026-04-18
13 OK · 0 NOTE · 0 WARNING · 1 ERROR · 0 FAILURE
OK2026-03-10
14 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE

Documentation

READMENoVignettesNopkgdown siteNoNEWSNoCode of conductNoContributing guideNo

Examples that run: 100%
Documented parameters: 96%
Return-value docs: 100%
References docs: 0%

Downloads

2.2K

CRAN downloads in the past year

Rank #15,768 · ~6/day · ~187/mo

Releases R versions

Daily download trend is not available in this view yet.

16730 days

67490 days

2.2K1 year

Compare downloads with other packages →

Also on397 r2u15 autocran

Dependencies

Declared dependencies

5 external dependencies (excludes base and recommended)

Depends (1)

R >= 3.0.2

Imports (3)

statsRcpp nlshrink

LinkingTo (2)

Rcpp RcppArmadillo

Suggests (1)

rugarch

Enhances (0)

none

Dependency license breakdown →

Reverse dependencies

0direct

0indirect

Nothing depends on this yet.

Code & Tests

Datasets

People & History

People (2)

Maintainer (1)

Kei Nakagawa

Author, Maintainer

Authors (2)

Kei Nakagawa

Author, Maintainer

Mitsuyoshi Imamura

Author

Package Timeline

1 release. R releases are shown for context.

R
R 4.6.0 released · 2026-04-24
0.1.0Latest
2026-03-10 · current release
R
R 4.5.0 released · 2025-04-11

Package metadata

First published: 2018-07-12
Total releases: 1 / 8 yrs
License: GPL (>= 2) OSI
Minimum R: ≥ 3.0.2
Bundled data: 1.2 MB / 2 files
Download size: 1.2 MB
Installed size: not tracked yet
With dependencies: not tracked yet

Cite

Cite this package

Run in R for the authors' preferred citation:

citation("xdcclarge")

Format

Nakagawa, K., & Imamura, M. (2018). xdcclarge: Estimating a (c)DCC-GARCH Model in Large Dimensions (Version 0.1.0) [Computer software]. https://doi.org/10.32614/CRAN.package.xdcclarge

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 xdcclarge version 0.1.0 [Data set]. HJJB, LLC. Data release v2026-08-15. https://doi.org/10.5281/zenodo.21843040

From data release v2026-08-15, which the citation names so these numbers can be found later. More on citing and the projects behind them.

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