bvarsv

1.1

Bayesian Analysis of a Vector Autoregressive Model with Stochastic Volatility and Time-Varying Parameters

1packages depend

10.6Kdownloads / year

–test coverage

9/13checks pass

Overview

About

Maintained by Fabian KruegerFirst published 2014-08-282 releasesCRAN page ↗

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.

Install

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

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

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

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-bvarsv

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-bvarsv

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-bvarsv

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

Health

CRAN checks

4NOTE9OK

Failing flavors

NOTE 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

Slowest check: 2.1 min · r-oldrel-windows-x86_64

Code health

None

Tests · ratio 0.00

not tracked

Coverage

100%

Documentation · exports

Dependencies · direct

Check history

NOTE2026-04-22
10 OK · 4 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
ERROR2026-04-18
9 OK · 4 NOTE · 0 WARNING · 1 ERROR · 0 FAILURE
NOTE2026-03-10
10 OK · 4 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE

Documentation

READMEYes · 103 wordsVignettesNopkgdown siteNoNEWSNoCode of conductNoContributing guideNo

Examples that run: 0%
Documented parameters: 72%
Return-value docs: 100%
References docs: 83%

Downloads

10.6K

CRAN downloads in the past year

Rank #4,446 · ~29/day · ~879/mo

Releases R versions

Daily download trend is not available in this view yet.

73430 days

2.1K90 days

10.6K1 year

Compare downloads with other packages →

Also on518 r2u28 autocran23 c2d4u

Dependencies

Declared dependencies

3 external dependencies (excludes base and recommended)

Depends (0)

none

Imports (1)

Rcpp

LinkingTo (2)

Rcpp RcppArmadillo

Suggests (0)

none

Enhances (0)

none

Dependency license breakdown →

Reverse dependencies

1direct

1indirect

tvReg

Code & Tests

People & History

People (0)

Author records are not tracked yet for this package.

Listed in earlier versions (1)

Fabian Krueger

no longer listed · 1.0 to 1.1

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
R
R 4.5.0 released · 2025-04-11
R
R 4.4.0 released · 2024-04-24
R
R 4.3.0 released · 2023-04-21
R
R 4.2.0 released · 2022-04-22
R
R 4.1.0 released · 2021-05-18
R
R 4.0.0 released · 2020-04-24
R
R 3.6.0 released · 2019-04-26
R
R 3.5.0 released · 2018-04-23
R
R 3.4.0 released · 2017-04-21
R
R 3.3.0 released · 2016-05-03
1.1Latest
2015-11-25 · current release · diff ↗
R
R 3.2.0 released · 2015-04-16
1.0
2014-08-28
R
R 3.1.0 released · 2014-04-10

Package metadata

First published: 2014-08-28
Total releases: 2 / 12 yrs
License: GPL (>= 2) OSI
Bundled data: 6.5 KB / 2 files
Download size: 27 KB
Installed size: not tracked yet
With dependencies: not tracked yet

Appears in task views

Bayesian Inference Time Series Analysis

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