bvarsv
Bayesian Analysis of a Vector Autoregressive Model with Stochastic Volatility and Time-Varying Parameters
v1.1
·
Nov 25, 2015
·
GPL (>= 2)
Description
R/C++ implementation of the model proposed by Primiceri ("Time Varying Structural Vector Autoregressions and Monetary Policy", Review of Economic Studies, 2005), with functionality for computing posterior predictive distributions and impulse responses.
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CRAN Check Status
4
NOTE
10
OK
Show all 14 flavors
| Flavor | Status |
|---|---|
| r-devel-linux-x86_64-debian-clang | NOTE |
| r-devel-linux-x86_64-debian-gcc | NOTE |
| r-devel-linux-x86_64-fedora-clang | NOTE |
| r-devel-linux-x86_64-fedora-gcc | NOTE |
| 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 | OK |
Check details (14 non-OK)
NOTE
r-devel-linux-x86_64-debian-clang
CRAN incoming feasibility
Maintainer: ‘Fabian Krueger <Fabian.Krueger83@gmail.com>’
No Authors@R field in DESCRIPTION.
Please add one, modifying
Authors@R: person(given = "Fabian",
family = "Krueger",
role = c("aut", "cre"),
email = "fabian.krueger83@gmail.com")
as necessary.
NOTE
r-devel-linux-x86_64-debian-gcc
CRAN incoming feasibility
Maintainer: ‘Fabian Krueger <Fabian.Krueger83@gmail.com>’
No Authors@R field in DESCRIPTION.
Please add one, modifying
Authors@R: person(given = "Fabian",
family = "Krueger",
role = c("aut", "cre"),
email = "fabian.krueger83@gmail.com")
as necessary.
NOTE
r-devel-linux-x86_64-fedora-clang
compiled code
File ‘bvarsv/libs/bvarsv.so’: Found no calls to: ‘R_registerRoutines’, ‘R_useDynamicSymbols’ It is good practice to register native routines and to disable symbol search. See ‘Writing portable packages’ in the ‘Writing R Extensions’ manual.
NOTE
r-devel-linux-x86_64-fedora-gcc
compiled code
File ‘bvarsv/libs/bvarsv.so’: Found no calls to: ‘R_registerRoutines’, ‘R_useDynamicSymbols’ It is good practice to register native routines and to disable symbol search. See ‘Writing portable packages’ in the ‘Writing R Extensions’ manual.
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 10 OK · 4 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 9, 2026
NOTE
r-devel-linux-x86_64-debian-clang
CRAN incoming feasibility
Maintainer: ‘Fabian Krueger <Fabian.Krueger83@gmail.com>’
No Authors@R field in DESCRIPTION.
Please add one, modifying
Authors@R: person(given = "Fabian",
family = "Krueger",
role = c("aut", "cre"),
email = "fabian.krueger83@gmail.com")
as necessary.
NOTE
r-devel-linux-x86_64-debian-gcc
CRAN incoming feasibility
Maintainer: ‘Fabian Krueger <Fabian.Krueger83@gmail.com>’
No Authors@R field in DESCRIPTION.
Please add one, modifying
Authors@R: person(given = "Fabian",
family = "Krueger",
role = c("aut", "cre"),
email = "fabian.krueger83@gmail.com")
as necessary.
NOTE
r-devel-linux-x86_64-fedora-clang
compiled code
File ‘bvarsv/libs/bvarsv.so’: Found no calls to: ‘R_registerRoutines’, ‘R_useDynamicSymbols’ It is good practice to register native routines and to disable symbol search. See ‘Writing portable packages’ in the ‘Writing R Extensions’ manual.
NOTE
r-devel-linux-x86_64-fedora-gcc
compiled code
File ‘bvarsv/libs/bvarsv.so’: Found no calls to: ‘R_registerRoutines’, ‘R_useDynamicSymbols’ It is good practice to register native routines and to disable symbol search. See ‘Writing portable packages’ in the ‘Writing R Extensions’ manual.
Reverse Dependencies (1)
imports
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Version History
new
1.1
Mar 9, 2026