vars
1.6-1VAR Modelling
47packages depend
354.7Kdownloads / year
–test coverage
13/13checks pass
Overview
About
Estimation, lag selection, diagnostic testing, forecasting, causality analysis, forecast error variance decomposition and impulse response functions of VAR models and estimation of SVAR and SVEC models.
Install
Health
CRAN checks
13OK
Slowest check: 1.8 min · r-devel-linux-x86_64-fedora-clang
Code health
None
Tests · ratio 0.00
not tracked
Coverage
36%
Documentation · exports
6
Dependencies · direct
Check history
- OK2026-06-0913 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
- WARNING2026-06-0812 OK · 0 NOTE · 1 WARNING · 0 ERROR · 0 FAILURE
- OK2026-03-1014 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
Documentation
Documentation
READMENoVignettesNopkgdown siteNoNEWSNoCode of conductNoContributing guideNo
- Examples that run
- 80%
- Documented parameters
- 94%
- Return-value docs
- 60%
- References docs
- 7%
Downloads
354.7K
CRAN downloads in the past year
Rank #687 · ~972/day · ~29.6K/mo
Daily download trend is not available in this view yet.
21.3K30 days
86.1K90 days
354.7K1 year
Also on994 r2u22 autocran2.8K conda_forge67 c2d4u
Dependencies
Declared dependencies
4 external dependencies (excludes base and recommended)
Depends (6)
R >= 2.0.0MASSstrucchangeurcalmtest (>=
0.9-26)sandwich
Imports (1)
methods
LinkingTo (0)
none
Suggests (0)
none
Enhances (0)
none
Reverse dependencies
47direct
15indirect
ECTSVRECTTDNNGVARXRMAWGENVARshrinkfrequencyConnectednesssvarstsappEQUALrepeatEconCausalHDTSARGENERATESAMtoolbootCTcforecastconvergenceDFMfChangefdaACFftsafuntimesgrangersgrangersearchmultivarportespvarsstarvarstsDyntvRegweakARMAAERBVARFAVARLambertWRTransferEntropySVARtcaVARtestsbivarhrbroombruceRcollapsedfmsdsemfpp2ggfortifylpirfsnmfkcvalueprhr
Code & Tests
Code Composition
R 3,559 (88%)Rd 464 (12%)
Code characteristics
Object systems
S355
- Cyclomatic complexity
- 3.0 median / 57 max
Test coverage
Line coverage
–
Expression
–
Tests / Examples
–
Functions
100 25 exported
Complexity
5.4 avg / 57 max
Call network
100 nodes / 70 edges
Call graph
Open call graph →Loading call graph…
Lowest coverage
Per-function coverage is not measured for this package yet.
People & History
People (2)
Maintainer (1)
Author, Maintainer
Authors (1)
Author, Maintainer
Contributors (1)
Contributor · added in 1.5-0
Package Timeline
45 releases. Pick two to compare their code metrics. R releases are shown for context.
- RR 4.6.0 released · 2026-04-24
- RR 4.5.0 released · 2025-04-11
- RR 4.4.0 released · 2024-04-24
- 1.6-1Latest
- 1.6-02023-12-02 · diff ↗
- RR 4.3.0 released · 2023-04-21
- 1.5-92023-03-22 · diff ↗
- RR 4.2.0 released · 2022-04-22
- 1.5-62021-09-17 · diff ↗
- RR 4.1.0 released · 2021-05-18
- RR 4.0.0 released · 2020-04-24
- RR 3.6.0 released · 2019-04-26
- 1.5-32018-08-06 · diff ↗
- RR 3.5.0 released · 2018-04-23
- RR 3.4.0 released · 2017-04-21
- RR 3.3.0 released · 2016-05-03
Show 56 earlier events
- RR 3.2.0 released · 2015-04-16
- RR 3.1.0 released · 2014-04-10
- 1.5-22013-07-22 · diff ↗
- 1.5-12013-06-08 · diff ↗
- RR 3.0.0 released · 2013-04-03
- 1.5-02012-07-26 · diff ↗
- RR 2.15.0 released · 2012-03-30
- 1.4-92011-11-29 · diff ↗
- RR 2.14.0 released · 2011-10-31
- RR 2.13.0 released · 2011-04-13
- RR 2.12.0 released · 2010-10-15
- 1.4-82010-08-27 · diff ↗
- RR 2.11.0 released · 2010-04-22
- 1.4-72010-03-01 · diff ↗
- RR 2.10.0 released · 2009-10-26
- 1.4-62009-08-07 · diff ↗
- 1.4-52009-05-04 · diff ↗
- RR 2.9.0 released · 2009-04-17
- 1.4-42009-01-25 · diff ↗
- 1.4-32009-01-11 · diff ↗
- 1.4-22008-12-16 · diff ↗
- 1.4-12008-11-29 · diff ↗
- RR 2.8.0 released · 2008-10-20
- 1.4-02008-07-11 · diff ↗
- 1.3-82008-05-13 · diff ↗
- RR 2.7.0 released · 2008-04-22
- 1.3-72008-02-12 · diff ↗
- 1.3-62007-11-09 · diff ↗
- 1.3-52007-11-03 · diff ↗
- 1.3-42007-10-12 · diff ↗
- RR 2.6.0 released · 2007-10-03
- 1.3-32007-09-09 · diff ↗
- 1.3-12007-08-25 · diff ↗
- 1.1-92007-08-09 · diff ↗
- 1.1-52007-07-24 · diff ↗
- 0.8-52007-07-18 · diff ↗
- 0.7-72007-06-22 · diff ↗
- 0.7-62007-06-12 · diff ↗
- 0.7-52007-05-22 · diff ↗
- 0.6-52007-05-17 · diff ↗
- 0.5-82007-05-08 · diff ↗
- 0.5-72007-05-01 · diff ↗
- RR 2.5.0 released · 2007-04-24
- 0.5.32007-03-29 · diff ↗
- 0.2.92007-03-09 · diff ↗
- 0.2.72007-01-01 · diff ↗
- 0.2.62006-12-10 · diff ↗
- 0.2.12006-11-05 · diff ↗
- RR 2.4.0 released · 2006-10-03
- 0.1.92006-09-14 · diff ↗
- 0.1.72006-09-07 · diff ↗
- 0.1.52006-08-30 · diff ↗
- 0.1.32006-08-03 · diff ↗
- 0.1.12006-07-26 · diff ↗
- 0.1.02006-07-24
- RR 2.3.0 released · 2006-04-24
0 of 2 selectedCompare selected
Package metadata
- First published
- 2006-07-24
- Total releases
- 45 / 20 yrs
- License
- GPL (>= 2) OSI
- Minimum R
- ≥ 2.0.0
- Bundled data
- 2.4 KB / 1 file
- Download size
- 84 KB
- Installed size
- not tracked yet
- With dependencies
- not tracked yet
Appears in task views