Package: SVARtca
Type: Package
Title: Transmission Channel Analysis in Structural VAR Models
Version: 1.0.3
Date: 2026-09-30
Authors@R: c(
    person("Muhammad", "Alkhalaf", role = c("aut", "cre"),
           email = "muhammedalkhalaf@gmail.com",
           comment = c(ORCID = "0009-0002-2677-9246")),
    person("Enrico", "Wegner", role = "ctb",
           comment = "Author of the MATLAB TCA toolbox the package is ported from; co-author of the original methodology"),
    person("Lenard", "Lieb", role = "ctb",
           comment = "Original methodology"),
    person("Stephan", "Smeekes", role = "ctb",
           comment = "Original methodology"),
    person("Ines", "Wilms", role = "ctb",
           comment = "Original methodology"))
Description: 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>).
License: MIT + file LICENSE
URL: https://github.com/muhammedalkhalaf/SVARtca
BugReports: https://github.com/muhammedalkhalaf/SVARtca/issues
Encoding: UTF-8
RoxygenNote: 7.3.2
Depends: R (>= 3.5.0)
Imports: Matrix, ggplot2, rlang
Suggests: testthat (>= 3.0.0), knitr, rmarkdown, vars
Config/testthat/edition: 3
Repository: https://muhammedalkhalaf.r-universe.dev
Date/Publication: 2026-10-02 22:48:21 UTC
RemoteUrl: https://github.com/muhammedalkhalaf/svartca
RemoteRef: HEAD
RemoteSha: 77addd33aa3e0d6d632110ae112fb8ae1f74e9c4
NeedsCompilation: no
Packaged: 2026-11-01 08:30:30 UTC; root
Author: Muhammad Alkhalaf [aut, cre] (ORCID:
    <https://orcid.org/0009-0002-2677-9246>),
  Enrico Wegner [ctb] (Author of the MATLAB TCA toolbox the package is
    ported from; co-author of the original methodology),
  Lenard Lieb [ctb] (Original methodology),
  Stephan Smeekes [ctb] (Original methodology),
  Ines Wilms [ctb] (Original methodology)
Maintainer: Muhammad Alkhalaf <muhammedalkhalaf@gmail.com>