SignalY

1.1.1

Signal Extraction from Panel Data via Bayesian Sparse Regression and Spectral Decomposition

0packages depend

1.3Kdownloads / year

34.9%test coverage

13/13checks pass

Overview

About

Maintained by Jose Mauricio Gomez JulianFirst published 2026-01-282 releasesCRAN page ↗GitHub ↗

Provides a comprehensive toolkit for extracting latent signals from panel data through multivariate time series analysis. Implements spectral decomposition methods including wavelet multiresolution analysis via maximal overlap discrete wavelet transform, Percival and Walden (2000) doi:10.1017/CBO9780511841040, empirical mode decomposition for non-stationary signals, Huang et al. (1998) doi:10.1098/rspa.1998.0193, and Bayesian trend extraction via the Grant-Chan embedded Hodrick-Prescott filter, Grant and Chan (2017) doi:10.1016/j.jedc.2016.12.007. Features Bayesian variable selection through regularized Horseshoe priors, Piironen and Vehtari (2017) doi:10.1214/17-EJS1337SI, for identifying structurally relevant predictors from high-dimensional candidate sets. Includes dynamic factor model estimation, principal component analysis with bootstrap significance testing, and automated technical interpretation of signal morphology and variance topology.

Install

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

install.packages("SignalY", repos = "https://cloud.r-project.org/")

Installs the current CRAN release. Prebuilt binaries on Windows and macOS.

if (!requireNamespace("pak", quietly = TRUE))
  install.packages("pak", repos = "https://cloud.r-project.org/")
pak::pak("IsadoreNabi/SignalY")

Development version from IsadoreNabi/SignalY. Installs pak first if it is not already available.

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-signaly

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-SignalY

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-SignalY

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

Health

CRAN checks

13OK

Slowest check: 1.6 min · r-oldrel-windows-x86_64

Code health

Yes

Tests · ratio 0.07

34.9%

Coverage · measured lines

100%

Documentation · exports

Dependencies · direct

Check history

OK2026-05-11
13 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
WARNING2026-05-10
12 OK · 0 NOTE · 1 WARNING · 0 ERROR · 0 FAILURE
OK2026-04-25
12 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
NOTE2026-03-10
11 OK · 3 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE

Documentation

READMENoVignettesYes · dynamicpkgdown siteNoNEWSNoCode of conductNoContributing guideNo

Examples that run: 64%
Documented parameters: 100%
Return-value docs: 100%
References docs: 23%

Downloads

1.3K

CRAN downloads in the past year

Rank #21,504 · ~3/day · ~106/mo

Releases R versions

Daily download trend is not available in this view yet.

20830 days

52790 days

1.3K1 year

Compare downloads with other packages →

Also on36 r2u2 autocran

Repository

GitHub ↗ isadorenabi/signaly

0Stars

0Forks

0Open issues

0Open PRs

1Releases

1Commits

1Contributors

1 commits · Last activity 2026-04-05

Repository practices

Upstream repositoryBeta

Checks run against github.com/isadorenabi/signaly on 2026-07-30.

No development-tooling practices detected in the upstream repository.

How this is detected·Detection ruleset v1 (2026-07-18)

Dependencies

Declared dependencies

14 external dependencies (excludes base and recommended)

Depends (1)

R >= 4.1.0

Imports (8)

statsgraphicsgrDevicesutilsparallelwaveslim (>= 1.8.4)EMD urca

LinkingTo (0)

none

Suggests (11)

GPArotation plotly cmdstanr posterior (>= 1.5.0)bayesplot loo projpred (>= 2.6.0)testthat knitr rmarkdown patchwork

Enhances (0)

none

Dependency license breakdown →

Reverse dependencies

0direct

0indirect

Nothing depends on this yet.

Code & Tests

People & History

People (1)

Maintainer (1)

Jose Mauricio Gomez Julian

Author, Maintainer

Authors (1)

Jose Mauricio Gomez Julian

Author, Maintainer

Package Timeline

2 releases. Pick two to compare their code metrics. R releases are shown for context.

R
R 4.6.0 released · 2026-04-24
1.1.1Latest
2026-02-04 · current release · diff ↗
1.1.0
2026-01-28
R
R 4.5.0 released · 2025-04-11

Package metadata

First published: 2026-01-28
Total releases: 2 / 1 yrs
License: MIT + file LICENSE OSI
Additional repositories: mc-stan.org
Minimum R: ≥ 4.1.0
Download size: 120 KB
Installed size: not tracked yet
With dependencies: not tracked yet

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