bsvarSIGNs

2.0

Bayesian SVARs with Sign, Zero, and Narrative Restrictions

2packages depend

5.4Kdownloads / year

62.3%test coverage

13/13checks pass

Overview

About

Maintained by Xiaolei WangFirst published 2024-07-233 releasesCRAN page ↗GitHub ↗

Implements state-of-the-art algorithms for the Bayesian analysis of Structural Vector Autoregressions (SVARs) identified by sign, zero, and narrative restrictions. The core model is based on a flexible Vector Autoregression with estimated hyper-parameters of the Minnesota prior and the dummy observation priors as in Giannone, Lenza, Primiceri (2015) doi:10.1162/REST_a_00483. The sign restrictions are implemented employing the methods proposed by Rubio-Ramírez, Waggoner & Zha (2010) doi:10.1111/j.1467-937X.2009.00578.x, while identification through sign and zero restrictions follows the approach developed by Arias, Rubio-Ramírez, & Waggoner (2018) doi:10.3982/ECTA14468. Furthermore, our tool provides algorithms for identification via sign and narrative restrictions, in line with the methods introduced by Antolín-Díaz and Rubio-Ramírez (2018) doi:10.1257/aer.20161852. Users can also estimate a model with sign, zero, and narrative restrictions imposed at once. The package facilitates predictive and structural analyses using impulse responses, forecast error variance and historical decompositions, forecasting and conditional forecasting, as well as analyses of structural shocks and fitted values. All this is complemented by colourful plots, user-friendly summary functions, and comprehensive documentation including the vignette by Wang & Woźniak (2024) doi:10.48550/arXiv.2501.16711. The 'bsvarSIGNs' package is aligned regarding objects, workflows, and code structure with the R package 'bsvars' by Woźniak (2024) doi:10.32614/CRAN.package.bsvars, and they constitute an integrated toolset. It was granted the Di Cook Open-Source Statistical Software Award by the Statistical Society of Australia in 2024.

Install

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

install.packages("bsvarSIGNs", 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("bsvars/bsvarSIGNs")

Development version from bsvars/bsvarSIGNs. 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-bsvarsigns

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-bsvarSIGNs

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-bsvarSIGNs

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

Health

CRAN checks

13OK

Slowest check: 4.9 min · r-oldrel-windows-x86_64

Code health

Yes

Tests · ratio 0.00

62.3%

Coverage · measured lines

100%

Documentation · exports

Dependencies · direct

Check history

OK2026-05-02
13 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
NOTE2026-04-22
12 OK · 2 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
ERROR2026-04-18
11 OK · 2 NOTE · 0 WARNING · 1 ERROR · 0 FAILURE
NOTE2026-04-10
9 OK · 5 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
ERROR2026-04-09
8 OK · 5 NOTE · 0 WARNING · 1 ERROR · 0 FAILURE

Show 1 earlier snapshots

NOTE2026-03-10
12 OK · 2 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE

Documentation

READMEYes · 1,057 wordsVignettesYes · dynamicpkgdown siteNoNEWSYes · 67% structuredCode of conductNoContributing guideNo

Examples that run: 100%
Documented parameters: 100%
Return-value docs: 20%
References docs: 44%

Downloads

5.4K

CRAN downloads in the past year

Rank #7,502 · ~15/day · ~449/mo

Releases R versions

Daily download trend is not available in this view yet.

49730 days

1.4K90 days

5.4K1 year

Compare downloads with other packages →

Also on501 r2u52 autocran

Repository

GitHub ↗ bsvars/bsvarsigns

30Stars

4Forks

15Open issues

0Open PRs

3Releases

378Commits

2Contributors

econometricsrstatsbayesian-inferencevector-autoregressionrstats-package

378 commits · Last activity 2026-07-19 · 0% stars, 30d

Stars over time

2025-06-30 · 212026-07-07 · 30

Repository practices

Upstream repositoryBeta

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

Checks run against github.com/bsvars/bsvarsigns on 2026-07-19.

Continuous integration (1)

GitHub Actions

CRAN release process (1)

cran-comments.md

Docs source (1)

README.Rmd

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

Dependencies

Declared dependencies

11 external dependencies (excludes base and recommended)

Depends (3)

R >= 4.1.0RcppArmadillo bsvars

Imports (3)

Rcpp RcppProgress R6

LinkingTo (4)

Rcpp RcppArmadillo RcppProgress bsvars

Suggests (2)

knitr tinytest

Enhances (0)

none

Dependency license breakdown →

Reverse dependencies

2direct

0indirect

APRScenario bayesianVARs

Code & Tests

Code Composition

C++ 2,439 (39%)R 1,922 (31%)Rd 1,643 (26%)C 253 (4%)Vignettes 10 (0%)

Code characteristics

Object systems

S38R64

Cyclomatic complexity: 1.0 median / 12 max
Test cases: 47 / 0.00 per code line

Test coverage

Line coverage

62%

Expression

62.3%

Tests / Examples

62.3% / 86% ex

Functions

130 1 exported

Complexity

2.2 avg / 12 max

Call network

130 nodes / 67 edges

Call graph

Open call graph →

Loading call graph…

Lowest coverage

130 functions

Function	Cyclo	Coverage
specify_narrative exp	12	0%
compute_conditional_sd.PosteriorBSVARSIGN	1	0%
verify_traditional	4	50%
verify_all	7	55%
forecast.PosteriorBSVARSIGN	3	62%
estimate.BSVARSIGN	3	76%

People & History

People (2)

Maintainer (1)

Xiaolei Wang

Author, Maintainer

Authors (2)

Xiaolei Wang

Author, Maintainer

Tomasz Woźniak

Author

Package Timeline

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

R
R 4.6.0 released · 2026-04-24
R
R 4.5.0 released · 2025-04-11
2.0Latest
2025-01-30 · current release · diff ↗
1.0.1
2024-08-17 · diff ↗
1.0
2024-07-23
R
R 4.4.0 released · 2024-04-24

Package metadata

First published: 2024-07-23
Total releases: 3 / 2 yrs
License: GPL (>= 3) OSI
Minimum R: ≥ 4.1.0
Bundled data: 29 KB / 2 files
Download size: 1.2 MB
Installed size: not tracked yet
With dependencies: not tracked yet

Appears in task views

Bayesian Inference Time Series Analysis

Report a problem with this page →