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SVARtca

1.0.2

Transmission Channel Analysis in Structural VAR Models

0packages depend
1.4Kdownloads / year
68.7%test coverage
13/13checks pass

Overview

About
Maintained by Muhammad AlkhalafFirst published 2026-04-091 releasesCRAN page ↗GitHub ↗

Implements Transmission Channel Analysis (TCA) for structural vector autoregressive (SVAR) models following the methodology of Wegner, Lieb, and Smeekes (2025) doi:10.48550/arXiv.2405.18987. TCA decomposes impulse response functions (IRFs) into contributions from distinct transmission channels using a systems form representation and directed acyclic graph (DAG) path analysis. Supports overlapping channels, exhaustive 3-way and 4-way decompositions via inclusion-exclusion principle. This is a parallel R implementation of the 'tca-matlab-toolbox' (https://github.com/enweg/tca-matlab-toolbox).

Install

Health

CRAN checks
13OK
Slowest check: 2.4 min · r-devel-linux-x86_64-fedora-clang
Code health
Yes
Tests · ratio 0.22
68.7%
Coverage · measured lines
100%
Documentation · exports
3
Dependencies · direct
Check history
  • OK2026-04-09
    6 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE

Documentation

Documentation
READMENoVignettesNopkgdown siteNoNEWSYes · 67% structuredCode of conductNoContributing guideNo
Examples that run
75%
Documented parameters
100%
Return-value docs
100%
References docs
38%

Downloads

1.4K
CRAN downloads in the past year
Rank #9,715 · ~4/day · ~116/mo
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22130 days
1.1K90 days
1.4K1 year
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Repository

Repository
1Stars
1Forks
0Open issues
0Open PRs
2Releases
8Commits
1Contributors
8 commits · Last activity 2026-04-28

Repository practices

Upstream repositoryBeta

3 development-tooling and community-health practices detected across 2 families in the upstream repository

Checks run against github.com/muhammedalkhalaf/svartca on 2026-07-19.

CRAN release process (1)
cran-comments.md
Research and citation (2)
JOSS paperZenodo
How this is detected·Detection ruleset v1 (2026-07-18)

Dependencies

Declared dependencies
6 external dependencies (excludes base and recommended)
Depends (1)
R >= 3.5.0
Imports (3)
LinkingTo (0)
none
Enhances (0)
none
Reverse dependencies
0direct
0indirect

Nothing depends on this yet.

Code & Tests

Code Composition
R 981 (73%)Rd 372 (27%)
Code characteristics
Object systems
S31
Cyclomatic complexity
3.0 median / 13 max
Test cases
11 / 0.22 per code line

Test coverage

Line coverage

69%

Expression

65.8%

Tests / Examples

68.7% / 64% ex

Functions

19 6 exported

Complexity

4.1 avg / 13 max

Call network

19 nodes / 22 edges

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Lowest coverage

19 functions
FunctionCycloCoverage
tca_from_var exp130%
applyAndToB30%
computeMA40%
print.tca_result50%
tca_validate_additivity exp769%
transmissionEffect469%

People & History

People (4)
Maintainer (1)
Author, Maintainer
Authors (1)
Author, Maintainer
Contributors (3)
Contributor
Contributor
Contributor
Package Timeline

1 release. R releases are shown for context.

  • R
    R 4.6.0 released · 2026-04-24
  • 1.0.2Latest
    2026-04-09 · current release
  • R
    R 4.5.0 released · 2025-04-11

Package metadata

First published
2026-04-09
Total releases
1 / 1 yrs
License
MIT + file LICENSE OSI
Minimum R
≥ 3.5.0
Download size
not tracked yet
Installed size
not tracked yet
With dependencies
not tracked yet
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