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bvhar

Bayesian Vector Heterogeneous Autoregressive Modeling

v2.4.0 · Feb 1, 2026 · MIT + file LICENSE

Description

Tools to model and forecast multivariate time series including Bayesian Vector heterogeneous autoregressive (VHAR) model by Kim & Baek (2023) (<doi:10.1080/00949655.2023.2281644>). 'bvhar' can model Vector Autoregressive (VAR), VHAR, Bayesian VAR (BVAR), and Bayesian VHAR (BVHAR) models.

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CRAN Check Status

3 NOTE
11 OK
Show all 14 flavors
Flavor Status
r-devel-linux-x86_64-debian-clang OK
r-devel-linux-x86_64-debian-gcc OK
r-devel-linux-x86_64-fedora-clang OK
r-devel-linux-x86_64-fedora-gcc OK
r-devel-macos-arm64 OK
r-devel-windows-x86_64 OK
r-oldrel-macos-arm64 NOTE
r-oldrel-macos-x86_64 NOTE
r-oldrel-windows-x86_64 NOTE
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)
OK r-devel-linux-x86_64-debian-clang

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OK r-devel-linux-x86_64-debian-gcc

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OK r-devel-linux-x86_64-fedora-clang

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OK r-devel-linux-x86_64-fedora-gcc

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OK r-devel-macos-arm64

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OK r-devel-windows-x86_64

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NOTE r-oldrel-macos-arm64

installed package size

  installed size is 142.6Mb
  sub-directories of 1Mb or more:
    libs  140.6Mb
NOTE r-oldrel-macos-x86_64

installed package size

  installed size is 144.9Mb
  sub-directories of 1Mb or more:
    libs  143.0Mb
NOTE r-oldrel-windows-x86_64

installed package size

  installed size is  5.6Mb
  sub-directories of 1Mb or more:
    libs   3.7Mb
OK r-patched-linux-x86_64

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OK r-release-linux-x86_64

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OK r-release-macos-arm64

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OK r-release-macos-x86_64

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OK r-release-windows-x86_64

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Check History

NOTE 11 OK · 3 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 9, 2026
NOTE r-oldrel-macos-arm64

installed package size

  installed size is 142.6Mb
  sub-directories of 1Mb or more:
    libs  140.6Mb
NOTE r-oldrel-macos-x86_64

installed package size

  installed size is 144.9Mb
  sub-directories of 1Mb or more:
    libs  143.0Mb
NOTE r-oldrel-windows-x86_64

installed package size

  installed size is  5.6Mb
  sub-directories of 1Mb or more:
    libs   3.7Mb

Dependency Network

Dependencies Reverse dependencies lifecycle Rcpp ggplot2 tidyr tibble dplyr foreach purrr optimParallel posterior bayesplot bvhar

Version History

new 2.4.0 Mar 9, 2026