Package: SVARtca 1.0.3
SVARtca: Transmission Channel Analysis in Structural VAR Models
Implements Transmission Channel Analysis (TCA) for structural vector autoregressive (SVAR) models following the methodology of Wegner, Lieb, Smeekes and Wilms (2025) <doi:10.48550/arXiv.2405.18987>. TCA decomposes impulse response functions (IRFs) into contributions from distinct transmission channels using a systems form representation and directed acyclic graph (DAG) path analysis. Supports overlapping channels, exhaustive 3-way and 4-way decompositions via inclusion-exclusion principle. This is a parallel R implementation of the 'tca-matlab-toolbox' (<https://github.com/enweg/tca-matlab-toolbox>).
Authors:
SVARtca_1.0.3.tar.gz
SVARtca_1.0.3.zip(r-4.7-any)SVARtca_1.0.3.zip(r-4.6-any)SVARtca_1.0.3.zip(r-4.5-any)
SVARtca_1.0.3.tgz(r-4.6-any)SVARtca_1.0.3.tgz(r-4.5-any)
SVARtca_1.0.3.tar.gz(r-4.7-any)SVARtca_1.0.3.tar.gz(r-4.6-any)
SVARtca_1.0.3.tgz(r-4.6-emscripten)
manual.pdf |manual.html✨
DESCRIPTION |NEWS
card.svg |card.png
SVARtca/json (API)
| # Install 'SVARtca' in R: |
| install.packages('SVARtca', repos = c('https://muhammedalkhalaf.r-universe.dev', 'https://cloud.r-project.org')) |
Bug tracker:https://github.com/muhammedalkhalaf/svartca/issues
Last updated from:77addd33aa. Checks:9 OK. Indexed: yes.
| Target | Result | Time | Files | Syslog |
|---|---|---|---|---|
| linux-devel | OK | 141 | ||
| source / vignettes | OK | 182 | ||
| linux-release | OK | 114 | ||
| macos-release | OK | 89 | ||
| macos-oldrel | OK | -3508 | ||
| windows-devel | OK | 87 | ||
| windows-release | OK | 86 | ||
| windows-oldrel | OK | 88 | ||
| wasm-release | OK | 105 |
Exports:plot_tcatca_analyzetca_decompose_binarytca_from_vartca_systems_formtca_validate_additivity
Dependencies:clicpp11farverggplot2gluegtableisobandlabelinglatticelifecycleMatrixR6RColorBrewerrlangS7scalesvctrsviridisLitewithr
Readme and manuals
Help Manual
| Help page | Topics |
|---|---|
| Transmission Channel Analysis in Structural VAR Models | SVARtca-package SVARtca |
| Plot TCA Channel Decomposition | plot_tca |
| Print TCA Result | print.tca_result |
| Transmission Channel Analysis | tca_analyze |
| Binary Decomposition: Total = Through + Not-Through | tca_decompose_binary |
| Run TCA from a VAR Estimation Object | tca_from_var |
| Build Complete Systems Form | tca_systems_form |
| Validate Binary Additivity | tca_validate_additivity |