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>.
| Version: | 0.1.0 |
| Imports: | ggplot2 (≥ 3.4.0), patchwork, stats, utils |
| Suggests: | knitr, rmarkdown, testthat (≥ 3.0.0) |
| Published: | 2026-05-19 |
| DOI: | 10.32614/CRAN.package.VARcheck (may not be active yet) |
| Author: | Björn S. Siepe 
[aut, cre, cph],
Jonas M. B. Haslbeck
[aut] |
| Maintainer: | Björn S. Siepe <bjoernsiepe+software at gmail.com> |
| BugReports: | https://github.com/bsiepe/VARcheck/issues |
| License: | MIT + file LICENSE |
| URL: | https://github.com/bsiepe/VARcheck, https://bsiepe.github.io/VARcheck/ |
| NeedsCompilation: | no |
| Citation: | VARcheck citation info |
| Materials: | README, NEWS |
| CRAN checks: | VARcheck results |
Documentation:
| Reference manual: | VARcheck.html , VARcheck.pdf |
| Vignettes: |
Example analyses (source, R code) Getting started (source, R code) |
Downloads:
| Package source: | VARcheck_0.1.0.tar.gz |
| Windows binaries: | r-devel: not available, r-release: VARcheck_0.1.0.zip, r-oldrel: VARcheck_0.1.0.zip |
| macOS binaries: | r-release (arm64): VARcheck_0.1.0.tgz, r-oldrel (arm64): VARcheck_0.1.0.tgz, r-release (x86_64): VARcheck_0.1.0.tgz, r-oldrel (x86_64): VARcheck_0.1.0.tgz |
Linking:
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