Package: varmapack 0.1.2

varmapack: Burn-in-Free Simulation and Analysis of Gaussian VARMA Models

Simulates Gaussian vector autoregressive-moving-average time-series models without a burn-in period by drawing startup shocks from their model-implied conditional distribution. Also provides model test cases, autocovariances, spectral radii, and impulse responses.

Authors:Kristján Jónasson [aut, cre]

varmapack_0.1.2.tar.gz
varmapack_0.1.2.zip(r-4.7-x86_64)varmapack_0.1.2.zip(r-4.7-arm64)varmapack_0.1.2.zip(r-4.6-x86_64)varmapack_0.1.2.zip(r-4.6-arm64)varmapack_0.1.2.zip(r-4.5-x86_64)
varmapack_0.1.2.tgz(r-4.6-x86_64)varmapack_0.1.2.tgz(r-4.6-arm64)varmapack_0.1.2.tgz(r-4.5-x86_64)varmapack_0.1.2.tgz(r-4.5-arm64)
varmapack_0.1.2.tar.gz(r-4.7-arm64)varmapack_0.1.2.tar.gz(r-4.7-x86_64)varmapack_0.1.2.tar.gz(r-4.6-arm64)varmapack_0.1.2.tar.gz(r-4.6-x86_64)
manual.pdf |manual.html✨
DESCRIPTION |NEWS
card.svg |card.png
varmapack/json (API)

# Install 'varmapack' in R:
install.packages('varmapack', repos = c('https://jonasson2.r-universe.dev', 'https://cloud.r-project.org'))

Bug tracker:https://github.com/jonasson2/varmapack/issues

Uses libs:
  • openblas– Optimized BLAS

On CRAN:

Conda:

openblas

3.30 score 32 downloads 5 exports 2 dependencies

Last updated from:40808f90c9. Checks:13 OK, 1 WARNING, 1 FAIL. Indexed: yes.

TargetResultTimeFilesSyslog
linux-devel-arm64OK109
linux-devel-x86_64OK113
source / vignettesOK167
linux-release-arm64OK109
linux-release-x86_64OK118
macos-release-arm64OK84
macos-release-x86_64OK184
macos-oldrel-arm64OK139
macos-oldrel-x86_64OK310
windows-devel-arm64OK260
windows-devel-x86_64OK120
windows-release-arm64WARNING206
windows-release-x86_64OK99
windows-oldrel-x86_64OK120
wasm-releaseFAIL99

Exports:varmapack_autocovvarmapack_cov2corrvarmapack_modelvarmapack_testcasevarmapack_testcases

Dependencies:R6randompack

Getting Started with Varmapack
Rendered fromgetting-started.Rmdusingknitr::rmarkdown

Last update: 2026-09-12
Started: 2026-09-12

Mathematical Description of Varmapack
Rendered frommathematical-description.Rmdusingknitr::rmarkdown

Last update: 2026-09-12
Started: 2026-09-12