varGuidTS

0.1.13

Variance-Guided Time-Series Modeling for Temporal Risk Detection

0packages depend

551downloads / year

–test coverage

13/13checks pass

Overview

About

Maintained by Min LuFirst published 2026-05-281 releasesCRAN page ↗GitHub ↗

Fits balanced-panel autoregressive models with conditional heteroscedasticity for temporal risk detection. The main estimator combines autoregressive exogenous mean modeling with GARCH-X variance modeling, subject-specific baseline terms, shared population coefficients, and L1 penalization for high-dimensional covariates. The package returns conditional mean and variance estimates, coefficient summaries, simulations, and exceedance-based risk scores defined as estimated conditional threshold-exceedance probabilities. The implementation builds on the lasso of Tibshirani (1996) doi:10.1111/j.2517-6161.1996.tb02080.x, generalized autoregressive conditional heteroscedasticity of Bollerslev (1986) doi:10.1016/0304-4076(86)90063-1, and L1-regularized high-dimensional time-series modeling of Medeiros and Mendes (2016) doi:10.1016/j.jeconom.2015.10.011.

Install

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

install.packages("varGuidTS", 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("zionwzz/variance-guided-risk-demo")

Development version from zionwzz/variance-guided-risk-demo. 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-varguidts

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-varGuidTS

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-varGuidTS

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

Health

CRAN checks

13OK

Slowest check: 2.0 min · r-devel-linux-x86_64-fedora-clang

Code health

Yes

Tests · ratio 0.06

not tracked

Coverage

100%

Documentation · exports

None

Vignettes

Yes

README

Dependencies · direct

Check history

OK2026-06-09
13 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
NOTE2026-06-08
12 OK · 1 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
OK2026-05-29
7 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE

Downloads

551

CRAN downloads in the past year

Rank #21,695 · ~2/day · ~46/mo

Releases R versions

Daily download trend is not available in this view yet.

39030 days

55190 days

5511 year

Compare downloads with other packages →

Also on1 r2u1 autocran

Repository

GitHub ↗ zionwzz/variance-guided-risk-demo

0Stars

0Forks

0Open issues

0Open PRs

0Releases

License MIT

Dependencies

Declared dependencies

2 external dependencies (excludes base and recommended)

Depends (1)

R >= 4.1.0

Imports (2)

statsglmnet

LinkingTo (0)

none

Suggests (1)

testthat

Enhances (0)

none

Dependency license breakdown →

Reverse dependencies

0direct

0indirect

Nothing depends on this yet.

Code & Tests

Code Composition

R 1,491 (82%)Rd 321 (18%)

Code characteristics

Object systems

S35

Cyclomatic complexity: 2.0 median / 96 max
Test cases: 4 / 0.06 per code line
Documented parameters: 100%

Test coverage

Line coverage

–

Expression

–

Tests / Examples

–

Functions

26 2 exported

Complexity

8.5 avg / 96 max

Call network

26 nodes / 15 edges

Test coverage has not been measured for this package yet; nodes fall back to a neutral fill.

Call graph

Open call graph →

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Lowest coverage

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

People & History

People (2)

Maintainer (1)

Min Lu

Author, Maintainer

Authors (2)

Min Lu

Author, Maintainer

Zihao Wang

Author

Release timeline

1 release. R releases are shown for context.

0.1.13Latest
2026-05-28 · current release
R
R 4.6.0 released · 2026-04-24

Package metadata

First published: 2026-05-28
Total releases: 1 / 1 yrs
License: MIT + file LICENSE OSI
Minimum R: ≥ 4.1.0
Download size: not tracked yet
Installed size: not tracked yet
With dependencies: not tracked yet