sstvars

1.2.4

Toolkit for Reduced Form and Structural Smooth Transition Vector Autoregressive Models

0packages depend

6.5Kdownloads / year

–test coverage

13/13checks pass

Overview

About

Maintained by Savi VirolainenFirst published 2024-05-2714 releasesCRAN page ↗GitHub ↗

Penalized and non-penalized maximum likelihood estimation of smooth transition vector autoregressive models with various types of transition weight functions, conditional distributions, and identification methods. Constrained estimation with various types of constraints is available. Residual based model diagnostics, forecasting, simulations, counterfactual analysis, and computation of impulse response functions, generalized impulse response functions, generalized forecast error variance decompositions, as well as historical decompositions. See Heather Anderson, Farshid Vahid (1998) doi:10.1016/S0304-4076(97)00076-6, Helmut Lütkepohl, Aleksei Netšunajev (2017) doi:10.1016/j.jedc.2017.09.001, Markku Lanne, Savi Virolainen (2025) doi:10.1016/j.jedc.2025.105162, Savi Virolainen (in press) doi:10.1080/07474938.2026.2673986.

Install

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

install.packages("sstvars", 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("saviviro/sstvars")

Development version from saviviro/sstvars. 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-sstvars

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-sstvars

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-sstvars

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

Health

CRAN checks

13OK

Slowest check: 7.3 min · r-devel-linux-x86_64-fedora-clang

Code health

None

Tests · ratio 0.00

not tracked

Coverage

100%

Documentation · exports

Dependencies · direct

Check history

OK2026-06-09
13 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
ERROR2026-06-07
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
12 OK · 2 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
ERROR2026-04-18
11 OK · 2 NOTE · 0 WARNING · 1 ERROR · 0 FAILURE

Show 1 earlier snapshots

NOTE2026-03-10
12 OK · 2 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE

Documentation

READMEYes · 311 wordsVignettesYes · dynamicpkgdown siteNoNEWSYes · 67% structuredCode of conductNoContributing guideNo

Examples that run: 65%
Documented parameters: 99%
Return-value docs: 100%
References docs: 51%

Downloads

6.5K

CRAN downloads in the past year

Rank #7,148 · ~18/day · ~544/mo

Releases R versions

Daily download trend is not available in this view yet.

39030 days

1.5K90 days

6.5K1 year

Compare downloads with other packages →

Also on578 r2u37 autocran

Repository

GitHub ↗ saviviro/sstvars

6Stars

2Forks

1Open issues

0Open PRs

0Releases

854Commits

1Contributors

854 commits · Last activity 2026-05-29 · 0% stars, 30d

Stars over time

2025-04-08 · 52026-07-07 · 6

Repository practices

Upstream repositoryBeta

2 development-tooling and community-health practices detected across 2 families in the upstream repository

Checks run against github.com/saviviro/sstvars on 2026-07-19.

Docs source (1)

README.Rmd

Lint, format, editor (1)

RStudio project

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

Dependencies

Declared dependencies

9 external dependencies (excludes base and recommended)

Depends (1)

R >= 4.0.0

Imports (7)

Rcpp RcppArmadillo parallel (>= 4.0.0)pbapplystatsgraphics (>= 4.0.0)utils

LinkingTo (2)

Rcpp RcppArmadillo

Suggests (2)

knitr rmarkdown

Enhances (0)

none

Dependency license breakdown →

Reverse dependencies

0direct

0indirect

Nothing depends on this yet.

Code & Tests

Code Composition

R 15,515 (48%)Rd 12,688 (40%)Other 1,570 (5%)Vignettes 1,494 (5%)C++ 774 (2%)

Code characteristics

Object systems

S325

Cyclomatic complexity: 4.0 median / 123 max
System requirements: 2 external

Test coverage

Line coverage

–

Expression

–

Tests / Examples

–

Functions

176 37 exported

Complexity

13 avg / 123 max

Call network

176 nodes / 456 edges

Call graph

Open call graph →

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Lowest coverage

Per-function coverage is not measured for this package yet.

People & History

People (1)

Maintainer (1)

Savi Virolainen

Author, Maintainer

Authors (1)

Savi Virolainen

Author, Maintainer

Package Timeline

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

1.2.4Latest
2026-05-29 · current release · diff ↗
R
R 4.6.0 released · 2026-04-24
1.2.3
2026-01-26 · diff ↗
1.2.2
2025-09-15 · diff ↗
1.2.1
2025-06-19 · diff ↗
1.2.0
2025-04-30 · diff ↗
R
R 4.5.0 released · 2025-04-11
1.1.6
2025-04-08 · diff ↗
1.1.5
2025-04-01 · diff ↗
1.1.4
2025-02-27 · diff ↗
1.1.3
2025-01-30 · diff ↗
1.1.2
2025-01-08 · diff ↗
1.1.1
2024-12-07 · diff ↗
1.1.0
2024-11-29 · diff ↗
1.0.1
2024-05-29 · diff ↗
1.0.0
2024-05-27

Show 1 earlier events

R
R 4.4.0 released · 2024-04-24

Package metadata

First published: 2024-05-27
Total releases: 14 / 2 yrs
License: GPL-3 OSI
Minimum R: ≥ 4.0.0
Bundled data: 43 KB / 4 files
Download size: 927 KB
Installed size: not tracked yet
With dependencies: not tracked yet

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