xtvfreg

1.1.0

Variance Function Panel Regression

0packages depend

1.2Kdownloads / year

–test coverage

13/13checks pass

Overview

About

Maintained by Tim F. LiaoFirst published 2025-11-261 releasesCRAN page ↗

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

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

install.packages("xtvfreg", 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-xtvfreg

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-xtvfreg

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-xtvfreg

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

Health

CRAN checks

13OK

Slowest check: 1.2 min · r-oldrel-macos-x86_64

Code health

None

Tests · ratio 0.00

not tracked

Coverage

100%

Documentation · exports

None

Vignettes

README

Dependencies · direct

Check history

OK2026-03-10
14 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE

Downloads

1.2K

CRAN downloads in the past year

Rank #23,083 · ~3/day · ~98/mo

Releases R versions

Daily download trend is not available in this view yet.

20830 days

49390 days

1.2K1 year

Compare downloads with other packages →

Also on45 r2u6 autocran

Dependencies

Declared dependencies

6 external dependencies (excludes base and recommended)

Depends (1)

R >= 3.6.0

Imports (2)

statsrlang

LinkingTo (0)

none

Suggests (5)

haven ggplot2 knitr gt modelsummary

Enhances (0)

none

Dependency license breakdown →

Reverse dependencies

0direct

0indirect

Nothing depends on this yet.

Code & Tests

Code Composition

R 1,164 (65%)Rd 640 (35%)

Code characteristics

Object systems

S34

Cyclomatic complexity: 5.0 median / 18 max
Documented parameters: 100%

Test coverage

Line coverage

–

Expression

–

Tests / Examples

–

Functions

11 5 exported

Complexity

7.6 avg / 18 max

Call network

11 nodes / 3 edges

Test coverage has not been measured for this package yet; nodes fall back to a neutral fill.

Call graph

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Lowest coverage

Per-function coverage is not measured for this package yet.

People & History

People (1)

Maintainer (1)

Tim F. Liao

Author, Maintainer

Authors (1)

Tim F. Liao

Author, Maintainer

Release timeline

1 release. R releases are shown for context.

R
R 4.6.0 released · 2026-04-24
1.1.0Latest
2026-03-10 · 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
Installed size: not tracked yet
With dependencies: not tracked yet