svars

cranv1.3.12

Data-Driven Identification of SVAR Models. Implements data-driven identification methods for structural vector autoregressive (SVAR) models as described in Lange et al. (2021) <doi:10.18637/jss.v097.i05>. Based on an existing VAR model object (provided by e.g. VAR() from the 'vars' package), the structural impact matrix is obtained via data-

License MIT + file LICENSE0 versions1 maintainers13 deps339 weekly dl
https://CRAN.R-project.org/package=svars
40
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[email protected] is safe to use (health: 40/100)

Health breakdown0 – 100
10/25
maintenance
3/20
popularity
25/25
security
0/15
maturity
2/15
community
Vulnerabilities
0
none known
⚠ Possible typosquat
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sass (close_name dist 2)

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First published · 2025-08-24 17:51:29

Last updated · 2025-08-24T16:30:02+00:00

svars — Health Score 40/100 | DepScope