BayesBEKK

Bayesian Estimation of Bivariate Volatility Model

v0.1.1 · Dec 5, 2022 · GPL-3

Description

The Multivariate Generalized Autoregressive Conditional Heteroskedasticity (MGARCH) models are used for modelling the volatile multivariate data sets. In this package a variant of MGARCH called BEKK (Baba, Engle, Kraft, Kroner) proposed by Engle and Kroner (1995) <http://www.jstor.org/stable/3532933> has been used to estimate the bivariate time series data using Bayesian technique.

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2 NOTE

12 OK

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Flavor	Status	Time
r-devel-linux-x86_64-debian-clang	NOTE	86.8s
r-devel-linux-x86_64-debian-gcc	NOTE	61.5s
r-devel-linux-x86_64-fedora-clang	OK	136.6s
r-devel-linux-x86_64-fedora-gcc	OK	138.4s
r-devel-macos-arm64	OK	23s
r-devel-windows-x86_64	OK	91s
r-oldrel-macos-arm64	OK
r-oldrel-macos-x86_64	OK	57s
r-oldrel-windows-x86_64	OK	113s
r-patched-linux-x86_64	OK	85s
r-release-linux-x86_64	OK	84.7s
r-release-macos-arm64	OK
r-release-macos-x86_64	OK	91s
r-release-windows-x86_64	OK	91s

Check details (14 non-OK)

NOTE r-devel-linux-x86_64-debian-clang

CRAN incoming feasibility

Maintainer: ‘Achal Lama <achal.lama@icar.gov.in>’

No Authors@R field in DESCRIPTION.
Please add one, modifying
  Authors@R: c(person(given = "Achal",
                      family = "Lama",
                      role = c("aut", "cre"),
                      email = "achal.lama@icar.gov.in"),
               person(given = c("Girish", "K"),
                      family = "Jha",
                      role = "aut"),
               person(given = c("K", "N"),
                      family = "Singh",
                      role = "aut"),
               person(given = "Bishal",
                      family = "Gurung",
                      role = "aut"))
as necessary.

NOTE r-devel-linux-x86_64-debian-gcc

CRAN incoming feasibility

Maintainer: ‘Achal Lama <achal.lama@icar.gov.in>’

No Authors@R field in DESCRIPTION.
Please add one, modifying
  Authors@R: c(person(given = "Achal",
                      family = "Lama",
                      role = c("aut", "cre"),
                      email = "achal.lama@icar.gov.in"),
               person(given = c("Girish", "K"),
                      family = "Jha",
                      role = "aut"),
               person(given = c("K", "N"),
                      family = "Singh",
                      role = "aut"),
               person(given = "Bishal",
                      family = "Gurung",
                      role = "aut"))
as necessary.

OK r-devel-linux-x86_64-fedora-clang

OK r-devel-linux-x86_64-fedora-gcc

OK r-devel-macos-arm64

OK r-devel-windows-x86_64

OK r-oldrel-macos-arm64

OK r-oldrel-macos-x86_64

OK r-oldrel-windows-x86_64

OK r-patched-linux-x86_64

OK r-release-linux-x86_64

OK r-release-macos-arm64

OK r-release-macos-x86_64

OK r-release-windows-x86_64

Check History

NOTE 12 OK · 2 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 9, 2026

NOTE r-devel-linux-x86_64-debian-clang

CRAN incoming feasibility

Maintainer: ‘Achal Lama <achal.lama@icar.gov.in>’

No Authors@R field in DESCRIPTION.
Please add one, modifying
  Authors@R: c(person(given = "Achal",
                      family = "Lama",
                      role = c("aut", "cre"),
                      email = "achal.lama@icar.gov.in"),
               person(given = c("Girish", "K"),
                      family = "Jha",
                      role = "aut"),
               person(given = c("K", "N"),
                      family = "Singh",

NOTE r-devel-linux-x86_64-debian-gcc

CRAN incoming feasibility

Maintainer: ‘Achal Lama <achal.lama@icar.gov.in>’

No Authors@R field in DESCRIPTION.
Please add one, modifying
  Authors@R: c(person(given = "Achal",
                      family = "Lama",
                      role = c("aut", "cre"),
                      email = "achal.lama@icar.gov.in"),
               person(given = c("Girish", "K"),
                      family = "Jha",
                      role = "aut"),
               person(given = c("K", "N"),
                      family = "Singh",

Dependency Network

Version History

new 0.1.1 Mar 9, 2026