VARcheck
Visual Diagnostic Checks for Vector Autoregressive Models
Provides model-agnostic visual diagnostics for vector autoregressive (VAR) models. Given empirical data, model predictions, residuals, and optionally simulated data, the package assembles a multi-panel diagnostic grid: empirical vs. predicted time series, residual inspection, residuals vs. predictions scatter, and posterior predictive style checks via simulated trajectories. Output is a 'patchwork' object composed of 'ggplot2' plots, allowing further customisation via standard 'ggplot2' theme calls. Follows the approach described in Haslbeck et al. (2026) <doi:10.31234/osf.io/k6uz4_v3>.
Versions across snapshots
| Version | Repository | File | Size |
|---|---|---|---|
0.1.0 |
rolling linux/jammy R-4.5 | VARcheck_0.1.0.tar.gz |
498.4 KiB |
0.1.0 |
rolling linux/noble R-4.5 | VARcheck_0.1.0.tar.gz |
498.2 KiB |
0.1.0 |
rolling source/ R- | VARcheck_0.1.0.tar.gz |
475.5 KiB |
0.1.0 |
latest linux/jammy R-4.5 | VARcheck_0.1.0.tar.gz |
498.4 KiB |
0.1.0 |
latest linux/noble R-4.5 | VARcheck_0.1.0.tar.gz |
498.2 KiB |
0.1.0 |
latest source/ R- | VARcheck_0.1.0.tar.gz |
475.5 KiB |
0.1.0 |
2026-04-23 source/ R- | VARcheck_0.1.0.tar.gz |
0 B |