Skip to content

xtvfreg

1.1.0Package record

Variance Function Panel Regression

0packages depend
1.8Kdownloads / year
–test coverage
13/13flavors OK

Overview

About

Implements an iterative mean-variance panel regression estimator that allows both the mean and variance of the dependent variable to be functions of covariates. The method alternates between estimating a mean equation (using generalized linear models with Gaussian family) and a variance equation (using generalized linear models with Gamma family on squared within-group residuals) until convergence. Based on the methodology in Mooi-Reci and Liao (2025) doi:10.1093/esr/jcae052.

Install

Health

CRAN checks
13OK
Slowest check: 1.2 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 1.1.0
READMENoVignettesNoNEWSNoCitation fileNoWebsitenot declared in DESCRIPTION
Help pages
12 (2 internal)
Examples that run
80%8 run in a plain check · 2 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
17%

Downloads

1.8K
CRAN downloads in the past year
Rank #24,071 · ~5/day · ~147/mo
Daily download trend is not available in this view yet.
21130 days
51790 days
1.8K1 year
Compare downloads with other packages →
Also on62 r2u4 autocran

Dependencies

Declared dependencies
6 external dependencies (excludes base and recommended)

Installing xtvfreg adds 1 package (1 with compiled code, 766 KB of source tarballs). Heaviest: rlang 766 KB.

Depends (1)
R >= 3.6.0
Imports (2)
statsrlang
LinkingTo (0)
none
Enhances (0)
none
Reverse dependencies
0direct
0indirect

Nothing depends on this yet.

Datasets

People & History

People (1)
Author, Maintainer since 1.1.0 (2025)
Releases (1)
  • R
    R 4.6.0 released · 2026-04-24
  • 1.1.0Latest
    2025-11-26 · current release
  • R
    R 4.5.0 released · 2025-04-11

Package metadata

First published
2025-11-26
Total releases
1 / 1 yrs
License
MIT + file LICENSE OSI
Minimum R
≥ 3.6.0
Bundled data
24 KB / 1 file
Download size
40 KB

Cite

Cite this package

Run in R for the authors' preferred citation:

citation("xtvfreg")
Liao, T. F. (2025). xtvfreg: Variance Function Panel Regression (Version 1.1.0) [Computer software]. https://doi.org/10.32614/CRAN.package.xtvfreg

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 xtvfreg version 1.1.0 [Data set]. HJJB, LLC. Data release v2026-10-22. https://doi.org/10.5281/zenodo.21843040

From data release v2026-10-22, 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 →

Privacy choices

These apply to this browser and are stored on this device only. Nothing about your choice is sent to us.

Read the privacy policy