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AL

Alexander Lange

3 packages On CRAN since Dec 2016 (9 years) · last active 3 months ago
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Downloads

1.8K

Last 30 days

6.2K

Last 90 days

28.2K

Last year

Average trend: -20.1% (30d vs prior 30d)

Top Packages by Downloads

svars
887
BEKKs
491

Portfolio Check Status

Aggregate CRAN check results across 1 maintained package.

13

OK

Recent Activity

BEKKs updated v1.4.7 May 3, 2026

Multivariate Conditional Volatility Modelling and Forecasting

BEKKs updated v1.4.6 Dec 6, 2025

Multivariate Conditional Volatility Modelling and Forecasting

svars updated v1.3.12 Aug 23, 2025

Data-Driven Identification of SVAR Models

BEKKs updated v1.4.5 Nov 24, 2024

Multivariate Conditional Volatility Modelling and Forecasting

BEKKs updated v1.4.4 Jan 13, 2024

Multivariate Conditional Volatility Modelling and Forecasting

BEKKs updated v1.4.3 Mar 25, 2023

Multivariate Conditional Volatility Modelling and Forecasting

BEKKs updated v1.4.2 Mar 19, 2023

Multivariate Conditional Volatility Modelling and Forecasting

svars updated v1.3.11 Feb 5, 2023

Data-Driven Identification of SVAR Models

BEKKs updated v1.4.1 Dec 17, 2022

Multivariate Conditional Volatility Modelling and Forecasting

BEKKs updated v1.4.0 Nov 7, 2022

Multivariate Conditional Volatility Modelling and Forecasting

Maintained Packages

1 package

Package Version
svars 1.3.12

Co-authored Packages

2 packages

Package Version
BEKKs 1.4.7
optimization 1.0-9