bvhar

2.4.1

Bayesian Vector Heterogeneous Autoregressive Modeling

0packages depend

3.8Kdownloads / year

52.0%test coverage

12/13checks pass

Overview

About

Maintained by Young Geun KimFirst published 2023-11-0816 releasesCRAN page ↗GitHub ↗

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.

Install

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

install.packages("bvhar", 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("ygeunkim/bvhar")

Development version from ygeunkim/bvhar. 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-bvhar

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-bvhar

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-bvhar

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

Health

CRAN checks

1ERROR12OK

Failing flavors

ERROR r-release-macos-x86_64

Slowest check: 16.2 min · r-oldrel-windows-x86_64

Code health

Yes

Tests · ratio 0.20

52.0%

Coverage · measured lines

100%

Documentation · exports

Dependencies · direct

Check history

ERROR2026-06-06
12 OK · 0 NOTE · 0 WARNING · 1 ERROR · 0 FAILURE
OK2026-04-25
12 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
NOTE2026-04-22
11 OK · 3 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
ERROR2026-04-18
10 OK · 3 NOTE · 0 WARNING · 1 ERROR · 0 FAILURE
NOTE2026-03-10
11 OK · 3 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE

Documentation

READMEYes · 380 wordsVignettesYes · dynamicpkgdown siteNoNEWSYes · 100% structuredCode of conductNoContributing guideNo

Examples that run: 100%
Documented parameters: 93%
Return-value docs: 87%
References docs: 71%

Downloads

3.8K

CRAN downloads in the past year

Rank #9,593 · ~10/day · ~315/mo

Releases R versions

Daily download trend is not available in this view yet.

42530 days

1.2K90 days

3.8K1 year

Compare downloads with other packages →

Also on485 r2u57 autocran

Repository

GitHub ↗ ygeunkim/bvhar

7Stars

3Forks

0Open issues

0Open PRs

18Releases

2,510Commits

3Contributors

time-seriesrrcppeigenvector-autoregressionbayesianharbvarforecasting

2,510 commits · Last activity 2026-07-10 · 0% stars, 30d

Stars over time

2025-01-11 · 62026-07-07 · 7

Repository practices

Upstream repositoryBeta

9 development-tooling and community-health practices detected across 7 families in the upstream repository

Checks run against github.com/ygeunkim/bvhar on 2026-07-19.

Continuous integration (1)

GitHub Actions

Reproducibility and dev environment (1)

data-raw/

CRAN release process (2)

cran-comments.mdrevdep/

Docs source (1)

README.Rmd

Show all practices

Lint, format, editor (1)

RStudio project

Coverage (1)

Codecov

Governance and community (2)

Issue templatesSupport guide

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

Dependencies

Declared dependencies

21 external dependencies (excludes base and recommended)

Depends (1)

R >= 4.2.0

Imports (13)

lifecycle Rcpp ggplot2 tidyr tibble dplyr foreach purrrstatsoptimParallel posterior bayesplotutils

LinkingTo (6)

BH Rcpp RcppEigen (>= 0.3.4.0.0)RcppNumerical RcppSpdlog RcppThread

Suggests (5)

covr knitrparallelrmarkdown testthat

Enhances (0)

none

Dependency license breakdown →

Reverse dependencies

0direct

0indirect

Nothing depends on this yet.

Code & Tests

Code Composition

R 18,302 (60%)C++ 6,516 (21%)Rd 4,961 (16%)Vignettes 802 (3%)

Code characteristics

Object systems

S3183

Cyclomatic complexity: 1.0 median / 49 max
Test cases: 155 / 0.20 per code line

Test coverage

Line coverage

52%

Expression

55.4%

Tests / Examples

52.0% / 4% ex

Functions

672 94 exported

Complexity

2.6 avg / 49 max

Call network

672 nodes / 481 edges

Call graph

Open call graph →

Loading call graph…

Lowest coverage

672 functions

Function	Cyclo	Coverage
FPE exp	1	0%
alpl exp	1	0%
bound_bvhar exp	10	0%
choose_bayes exp	4	0%
choose_bvar exp	6	0%
choose_bvhar exp	11	0%

Datasets

Bundled datasets · 2

Name	Class	Rows × Cols	Also ships in
etf_vix	tbl_df/tbl/data.frame	905 × 9	–
trading_day	Date	–	–

People & History

People (2)

Maintainer (1)

Young Geun Kim

Author, Maintainer, Copyright holder

Authors (1)

Young Geun Kim

Author, Maintainer, Copyright holder

Contributors (1)

Changryong Baek

Contributor

Young Geun Kim

Author, Maintainer, Copyright holder

Package Timeline

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

2.4.1Latest
2026-06-05 · current release · diff ↗
R
R 4.6.0 released · 2026-04-24
2.4.0
2026-02-01 · diff ↗
2.3.0
2025-06-25 · diff ↗
R
R 4.5.0 released · 2025-04-11
2.2.2
2025-02-28 · diff ↗
2.2.1
2025-02-25 · diff ↗
2.2.0
2025-02-06 · diff ↗
2.1.2
2024-10-11 · diff ↗
2.1.1
2024-10-05 · diff ↗
2.1.0
2024-09-16 · diff ↗
R
R 4.4.0 released · 2024-04-24
2.0.1
2024-03-01 · diff ↗
2.0.0
2024-02-14 · diff ↗
1.2.0
2024-01-09 · diff ↗
1.1.0
2023-12-18 · diff ↗

Show 4 earlier events

1.0.2
2023-12-06 · diff ↗
1.0.1
2023-11-10 · diff ↗
1.0.0
2023-11-08
R
R 4.3.0 released · 2023-04-21

Package metadata

First published: 2023-11-08
Total releases: 16 / 3 yrs
License: MIT + file LICENSE OSI
Minimum R: ≥ 4.2.0
Bundled data: 15 KB / 2 files
Download size: 618 KB
Installed size: not tracked yet
With dependencies: not tracked yet

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