dcvar

0.9.3

Dynamic Copula VAR Models for Time-Varying Dependence

0packages depend

1.5Kdownloads / year

–test coverage

13/13checks pass

Overview

About

Maintained by Benedikt LugauerFirst published 2026-04-223 releasesCRAN page ↗GitHub ↗

Fits Bayesian copula vector autoregressive models for bivariate time series with dynamic, regime-switching, and constant dependence structures. The package includes simulation, data preparation, estimation with 'Stan' through 'rstan' or 'cmdstanr', posterior summaries, diagnostics, trajectory extraction, fitted and predictive summaries, and approximate leave-one-out cross-validation model comparison for supported fits. For Bayesian computation and model comparison, see Carpenter et al. (2017) doi:10.18637/jss.v076.i01 and Vehtari, Gelman and Gabry (2017) doi:10.1007/s11222-016-9696-4.

Install

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

install.packages("dcvar", 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("benlug/dcvar")

Development version from benlug/dcvar. 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-dcvar

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

# 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-dcvar

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

Health

CRAN checks

13OK

Slowest check: 7.9 min · r-devel-linux-x86_64-fedora-clang

Code health

Yes

Tests · ratio 0.72

not tracked

Coverage

100%

Documentation · exports

Dependencies · direct

Check history

OK2026-04-25
10 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
NOTE2026-04-23
5 OK · 1 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE

Documentation

READMEYes · 883 wordsVignettesYes · dynamicpkgdown siteNoNEWSYes · 100% structuredCode of conductNoContributing guideNo

Examples that run: 61%
Documented parameters: 98%
Return-value docs: 100%
References docs: 0%

Downloads

1.5K

CRAN downloads in the past year

Rank #7,379 · ~4/day · ~121/mo

Releases R versions

Daily download trend is not available in this view yet.

40730 days

1.4K90 days

1.5K1 year

Compare downloads with other packages →

Also on28 r2u36 autocran

Repository

GitHub ↗ benlug/dcvar

2Stars

0Forks

0Open issues

0Open PRs

9Releases

102Commits

1Contributors

102 commits · Last activity 2026-07-05 · 0% stars, 30d

Stars over time

2026-04-24 · 12026-07-07 · 2

Repository practices

Upstream repositoryBeta

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

Checks run against github.com/benlug/dcvar on 2026-07-19.

Continuous integration (1)

GitHub Actions

Reproducibility and dev environment (1)

data-raw/

Lint, format, editor (1)

RStudio project

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

Dependencies

Declared dependencies

14 external dependencies (excludes base and recommended)

Depends (1)

R >= 4.1.0

Imports (12)

rstan posterior loo ggplot2 patchwork bayesplot (>= 1.10.0)rlang cliparallelstatstoolsutils

LinkingTo (0)

none

Suggests (6)

cmdstanr testthat knitr rmarkdown tibble sn

Enhances (0)

none

Dependency license breakdown →

Reverse dependencies

0direct

0indirect

Nothing depends on this yet.

Code & Tests

People & History

People (1)

Maintainer (1)

Benedikt Lugauer

Author, Maintainer

Authors (1)

Benedikt Lugauer

Author, Maintainer

Package Timeline

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

0.9.3Latest
2026-07-06 · current release · diff ↗
0.2.0
2026-04-27 · diff ↗
R
R 4.6.0 released · 2026-04-24
0.1.0
2026-04-22
R
R 4.5.0 released · 2025-04-11

Package metadata

First published: 2026-04-22
Total releases: 3 / 1 yrs
License: GPL (>= 3) OSI
Additional repositories: stan-dev.r-universe.dev
Minimum R: ≥ 4.1.0
Download size: not tracked yet
Installed size: not tracked yet
With dependencies: not tracked yet

Report a problem with this page →