SVARtca
1.0.2Transmission Channel Analysis in Structural VAR Models
Overview
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
- OK2026-04-096 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
Documentation
- Examples that run
- 75%
- Documented parameters
- 100%
- Return-value docs
- 100%
- References docs
- 38%
Downloads
Repository
Repository practices
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.
Dependencies
Nothing depends on this yet.
Code & Tests
- 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
Call graph
Open call graph →Lowest coverage
19 functions| Function | Cyclo | Coverage |
|---|---|---|
| tca_from_var exp | 13 | 0% |
| applyAndToB | 3 | 0% |
| computeMA | 4 | 0% |
| print.tca_result | 5 | 0% |
| tca_validate_additivity exp | 7 | 69% |
| transmissionEffect | 4 | 69% |
People & History
1 release. R releases are shown for context.
- RR 4.6.0 released · 2026-04-24
- 1.0.2Latest2026-04-09 · current release
- RR 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