{
  "_id": "6ad74a3a69e274306bae8285",
  "Package": "shrinkTVP",
  "Type": "Package",
  "Title": "Efficient Bayesian Inference for Time-Varying Parameter Models\nwith Shrinkage",
  "Version": "3.1.2",
  "Authors@R": "c(\nperson(\"Peter\", \"Knaus\", email = \"peter.knaus@wu.ac.at\",\nrole = c(\"aut\", \"cre\"), comment = c(ORCID = \"0000-0001-6498-7084\")),\nperson(\"Angela\", \"Bitto-Nemling\", role = \"aut\"),\nperson(\"Annalisa\", \"Cadonna\", email = \"annalisa.cadonna@wu.ac.at\",\nrole = \"aut\", comment = c(ORCID = \"0000-0003-0360-7628\")),\nperson(\"Sylvia\", \"Frühwirth-Schnatter\", email = \"sylvia.fruehwirth-schnatter@wu.ac.at\",\nrole = \"aut\", comment = c(ORCID = \"0000-0003-0516-5552\")),\nperson(\"Daniel\", \"Winkler\", email = \"daniel.winkler@wu.ac.at\", role = \"ctb\"),\nperson(\"Kemal\", \"Dingic\", role = \"ctb\"))",
  "Description": "Efficient Markov chain Monte Carlo (MCMC) algorithms for\nfully Bayesian estimation of time-varying parameter models with\nshrinkage priors, both dynamic and static. Details on the\nalgorithms used are provided in Bitto and Frühwirth-Schnatter\n(2019) <doi:10.1016/j.jeconom.2018.11.006> and Cadonna et al.\n(2020) <doi:10.3390/econometrics8020020> and Knaus and\nFrühwirth-Schnatter (2023) <doi:10.48550/arXiv.2312.10487>. For\ndetails on the package, please see Knaus et al. (2021)\n<doi:10.18637/jss.v100.i13>. For the multivariate extension,\nsee the 'shrinkTVPVAR' package.",
  "License": "GPL (>= 2)",
  "Encoding": "UTF-8",
  "RoxygenNote": "7.3.2",
  "VignetteBuilder": "R.rsp",
  "NeedsCompilation": "yes",
  "Packaged": {
    "Date": "2026-10-20 10:35:28 UTC",
    "User": "root"
  },
  "Author": "Peter Knaus [aut, cre] (ORCID:\n<https://orcid.org/0000-0001-6498-7084>), Angela Bitto-Nemling\n[aut], Annalisa Cadonna [aut] (ORCID:\n<https://orcid.org/0000-0003-0360-7628>), Sylvia\nFrühwirth-Schnatter [aut] (ORCID:\n<https://orcid.org/0000-0003-0516-5552>), Daniel Winkler [ctb],\nKemal Dingic [ctb]",
  "Maintainer": "Peter Knaus <peter.knaus@wu.ac.at>",
  "Config/pak/sysreqs": "libgsl0-dev",
  "Repository": "https://neferkareii.r-universe.dev",
  "Date/Publication": "2026-07-13 16:00:02 UTC",
  "RemoteUrl": "https://github.com/cran/shrinkTVP",
  "RemoteRef": "HEAD",
  "RemoteSha": "05ebefc1004efd93936eceae76bb86556f937749",
  "_user": "neferkareii",
  "_type": "src",
  "_file": "shrinkTVP_3.1.2.tar.gz",
  "_fileid": "https://r2.ropensci.org/f67713c0fd608bc08a13dcabb8c7492f49d3b30a7f38d9369ee5e217b2f3f3a0",
  "_filesize": 1306811,
  "_sha256": "f67713c0fd608bc08a13dcabb8c7492f49d3b30a7f38d9369ee5e217b2f3f3a0",
  "_expires": "2027-01-28T11:02:16.000Z",
  "_created": "2026-10-20T10:35:28.000Z",
  "_published": "2026-10-20T11:02:17.941Z",
  "_upstream": "https://github.com/cran/shrinkTVP",
  "_status": "failure",
  "_maintainer": {
    "name": "Peter Knaus",
    "email": "peter.knaus@wu.ac.at",
    "login": "neferkareii",
    "description": "",
    "uuid": 28053039,
    "orcid": "0000-0001-6498-7084"
  },
  "_jobs": [
    {
      "job": 118582512164,
      "time": 180,
      "config": "linux-devel-arm64",
      "r": "4.7.0",
      "check": "OK",
      "artifact": "12258169408"
    },
    {
      "job": 118582511905,
      "time": 229,
      "config": "linux-devel-x86_64",
      "r": "4.7.0",
      "check": "OK",
      "artifact": "12257909951"
    },
    {
      "job": 118582512072,
      "time": 184,
      "config": "linux-release-arm64",
      "r": "4.6.1",
      "check": "OK",
      "artifact": "12258571926"
    },
    {
      "job": 118582512157,
      "time": 217,
      "config": "linux-release-x86_64",
      "r": "4.6.1",
      "check": "OK",
      "artifact": "12259195279"
    },
    {
      "job": 118582512092,
      "time": 293,
      "config": "macos-oldrel-arm64",
      "r": "4.5.3",
      "check": "OK",
      "artifact": "12259188017"
    },
    {
      "job": 118582511923,
      "time": 359,
      "config": "macos-oldrel-x86_64",
      "r": "4.5.3",
      "check": "OK",
      "artifact": "12259980682"
    },
    {
      "job": 118582511886,
      "time": 307,
      "config": "macos-release-arm64",
      "r": "4.6.1",
      "check": "OK",
      "artifact": "12258879059"
    },
    {
      "job": 118582512002,
      "time": 579,
      "config": "macos-release-x86_64",
      "r": "4.6.1",
      "check": "OK",
      "artifact": "12260005787"
    },
    {
      "job": 118580001844,
      "time": 387,
      "config": "source",
      "r": "4.6.1",
      "check": "ERROR",
      "artifact": "12258741252"
    },
    {
      "job": 118582512074,
      "time": 198,
      "config": "wasm-release",
      "r": "4.6.0",
      "check": "OK",
      "artifact": "12258297155"
    },
    {
      "job": 118582511963,
      "time": 481,
      "config": "windows-devel-arm64",
      "r": "4.7.0",
      "check": "OK",
      "artifact": "12259127033"
    },
    {
      "job": 118582512197,
      "time": 327,
      "config": "windows-devel-x86_64",
      "r": "4.7.0",
      "check": "OK",
      "artifact": "12258957021"
    },
    {
      "job": 118582511966,
      "time": 241,
      "config": "windows-oldrel-x86_64",
      "r": "4.5.3",
      "check": "OK",
      "artifact": "12259041708"
    },
    {
      "job": 118582512095,
      "time": 453,
      "config": "windows-release-arm64",
      "r": "4.6.1",
      "check": "OK",
      "artifact": "12258352658"
    },
    {
      "job": 118582512047,
      "time": 281,
      "config": "windows-release-x86_64",
      "r": "4.6.1",
      "check": "OK",
      "artifact": "12258592182"
    }
  ],
  "_buildurl": "https://github.com/r-universe/neferkareii/actions/runs/39408406062",
  "_commit": {
    "id": "05ebefc1004efd93936eceae76bb86556f937749",
    "author": "Peter Knaus <peter.knaus@wu.ac.at>",
    "committer": "cran-robot <csardi.gabor+cran@gmail.com>",
    "message": "version 3.1.2\n",
    "time": 1783958402
  },
  "_distro": "resolute",
  "_host": "GitHub-Actions",
  "_registered": true,
  "_dependencies": [
    {
      "package": "R",
      "version": ">= 3.3.0",
      "role": "Depends"
    },
    {
      "package": "Rcpp",
      "role": "LinkingTo"
    },
    {
      "package": "RcppArmadillo",
      "role": "LinkingTo"
    },
    {
      "package": "GIGrvg",
      "role": "LinkingTo"
    },
    {
      "package": "RcppProgress",
      "role": "LinkingTo"
    },
    {
      "package": "stochvol",
      "role": "LinkingTo"
    },
    {
      "package": "RcppGSL",
      "role": "LinkingTo"
    },
    {
      "package": "Rcpp",
      "role": "Imports"
    },
    {
      "package": "GIGrvg",
      "role": "Imports"
    },
    {
      "package": "stochvol",
      "version": ">= 3.0.3",
      "role": "Imports"
    },
    {
      "package": "coda",
      "role": "Imports"
    },
    {
      "package": "methods",
      "role": "Imports"
    },
    {
      "package": "utils",
      "role": "Imports"
    },
    {
      "package": "zoo",
      "role": "Imports"
    },
    {
      "package": "testthat",
      "role": "Suggests"
    },
    {
      "package": "knitr",
      "role": "Suggests"
    },
    {
      "package": "rmarkdown",
      "role": "Suggests"
    },
    {
      "package": "R.rsp",
      "role": "Suggests"
    }
  ],
  "_owner": "cran",
  "_selfowned": true,
  "_usedby": 2,
  "_updates": [
    {
      "week": "2026-02",
      "n": 1
    },
    {
      "week": "2026-29",
      "n": 1
    }
  ],
  "_tags": [
    {
      "name": "3.1.1",
      "date": "2026-01-08"
    },
    {
      "name": "3.1.2",
      "date": "2026-07-13"
    }
  ],
  "_stars": 4,
  "_contributors": [
    {
      "user": "neferkareii",
      "count": 17,
      "uuid": 28053039
    }
  ],
  "_userbio": {
    "uuid": 28053039,
    "type": "user",
    "name": "NeferkareII",
    "followers": 3
  },
  "_downloads": {
    "count": 503,
    "source": "https://cranlogs.r-pkg.org/downloads/total/last-month/shrinkTVP"
  },
  "_searchresults": 11,
  "_topics": [
    "openblas",
    "gsl",
    "cpp"
  ],
  "_rbuild": "4.6.1",
  "_assets": [
    "extra/citation.cff",
    "extra/citation.html",
    "extra/citation.json",
    "extra/citation.txt",
    "extra/contents.json",
    "extra/manual.pdf",
    "extra/NEWS.html",
    "extra/NEWS.txt",
    "extra/shrinkTVP.html"
  ],
  "_realowner": "neferkareii",
  "_cranurl": false,
  "_releases": [
    {
      "version": "1.0.0",
      "date": "2019-06-19"
    },
    {
      "version": "1.0.1",
      "date": "2019-07-15"
    },
    {
      "version": "1.0.2",
      "date": "2019-08-07"
    },
    {
      "version": "1.1.0",
      "date": "2019-10-06"
    },
    {
      "version": "1.1.1",
      "date": "2019-10-06"
    },
    {
      "version": "2.0",
      "date": "2020-11-05"
    },
    {
      "version": "2.0.1",
      "date": "2020-11-09"
    },
    {
      "version": "2.0.2",
      "date": "2021-05-13"
    },
    {
      "version": "2.0.3",
      "date": "2021-10-21"
    },
    {
      "version": "2.0.4",
      "date": "2021-11-26"
    },
    {
      "version": "2.0.5",
      "date": "2022-02-03"
    },
    {
      "version": "2.0.6",
      "date": "2022-10-19"
    },
    {
      "version": "2.1.1",
      "date": "2023-11-22"
    },
    {
      "version": "3.0.1",
      "date": "2024-02-18"
    },
    {
      "version": "3.1.0",
      "date": "2025-06-02"
    },
    {
      "version": "3.1.1",
      "date": "2026-01-08"
    },
    {
      "version": "3.1.2",
      "date": "2026-07-13"
    }
  ],
  "_exports": [
    "eval_pred_dens",
    "forecast_shrinkTVP",
    "LPDS",
    "shrinkDTVP",
    "shrinkTVP",
    "simTVP",
    "updateTVP"
  ],
  "_help": [
    {
      "page": "eval_pred_dens",
      "title": "Evaluate the one-step ahead predictive density of a fitted TVP model",
      "concept": [
        "prediction functions"
      ],
      "topics": [
        "eval_pred_dens"
      ]
    },
    {
      "page": "fitted.shrinkTVP",
      "title": "Calculate fitted historical values for an estimated TVP model",
      "concept": [
        "prediction functions"
      ],
      "topics": [
        "fitted.shrinkTVP"
      ]
    },
    {
      "page": "forecast_shrinkTVP",
      "title": "Draw from posterior predictive density of a fitted TVP model",
      "concept": [
        "prediction functions"
      ],
      "topics": [
        "forecast_shrinkTVP"
      ]
    },
    {
      "page": "LPDS",
      "title": "Calculate the Log Predictive Density Score for a fitted TVP model",
      "concept": [
        "prediction functions"
      ],
      "topics": [
        "LPDS"
      ]
    },
    {
      "page": "plot.mcmc.tvp",
      "title": "Graphical summary of posterior distribution for a time-varying parameter",
      "concept": [
        "plotting functions"
      ],
      "topics": [
        "plot.mcmc.tvp"
      ]
    },
    {
      "page": "plot.shrinkTVP",
      "title": "Graphical summary of posterior distribution",
      "concept": [
        "plotting functions"
      ],
      "topics": [
        "plot.shrinkTVP"
      ]
    },
    {
      "page": "plot.shrinkTVP_forc",
      "title": "Graphical summary of posterior predictive density",
      "concept": [
        "plotting functions"
      ],
      "topics": [
        "plot.shrinkTVP_forc"
      ]
    },
    {
      "page": "predict.shrinkTVP",
      "title": "Calculate predicted historical values for an estimated TVP model",
      "concept": [
        "prediction functions"
      ],
      "topics": [
        "predict.shrinkTVP"
      ]
    },
    {
      "page": "print.shrinkTVP",
      "title": "Nicer printing of shrinkTVP objects",
      "topics": [
        "print.shrinkTVP"
      ]
    },
    {
      "page": "residuals.shrinkTVP",
      "title": "Calculate residuals for an estimated TVP model",
      "concept": [
        "prediction functions"
      ],
      "topics": [
        "residuals.shrinkTVP"
      ]
    },
    {
      "page": "shrinkDTVP",
      "title": "Markov Chain Monte Carlo (MCMC) for time-varying parameter models with dynamic shrinkage",
      "topics": [
        "shrinkDTVP"
      ]
    },
    {
      "page": "shrinkTVP",
      "title": "Markov Chain Monte Carlo (MCMC) for time-varying parameter models with shrinkage",
      "topics": [
        "shrinkTVP"
      ]
    },
    {
      "page": "simTVP",
      "title": "Generate synthetic data from a time-varying parameter model",
      "topics": [
        "simTVP"
      ]
    },
    {
      "page": "updateTVP",
      "title": "One step update version of 'shrinkTVP' with minimal overhead",
      "topics": [
        "updateTVP"
      ]
    }
  ],
  "_rundeps": [
    "coda",
    "GIGrvg",
    "lattice",
    "Rcpp",
    "RcppArmadillo",
    "RcppGSL",
    "RcppProgress",
    "stochvol",
    "zoo"
  ],
  "_sysdeps": [
    {
      "shlib": "liblapack",
      "package": "libopenblas0-pthread",
      "source": "openblas",
      "version": "0.3.32+ds-5",
      "name": "openblas",
      "homepage": "https://www.openblas.net/",
      "description": "Optimized BLAS (linear algebra) library (shared lib, pthread)"
    },
    {
      "shlib": "libblas",
      "package": "libopenblas0-pthread",
      "source": "openblas",
      "version": "0.3.32+ds-5",
      "name": "openblas",
      "homepage": "https://www.openblas.net/",
      "description": "Optimized BLAS (linear algebra) library (shared lib, pthread)"
    },
    {
      "shlib": "libgsl",
      "package": "libgsl28",
      "headers": "libgsl-dev",
      "source": "gsl",
      "version": "2.8+dfsg-6",
      "name": "gsl",
      "homepage": "https://www.gnu.org/software/gsl",
      "description": "GNU Scientific Library (GSL) -- library package"
    },
    {
      "shlib": "libstdc++",
      "package": "libstdc++6",
      "source": "gcc",
      "version": "16-20260322-1ubuntu1",
      "name": "c++",
      "homepage": "http://gcc.gnu.org/",
      "description": "GNU Standard C++ Library v3"
    }
  ],
  "_vignettes": [
    {
      "source": "shrinkTVP.ltx",
      "filename": "shrinkTVP.pdf",
      "title": "Shrinkage in the Time-Varying Parameter Model Framework Using the R Package shrinkTVP",
      "engine": "R.rsp::tex",
      "headings": [
        "Introduction",
        "Model specification and estimation ",
        "The shrinkTVP package",
        "Predictive performances and model comparison",
        "Predictive exercise: usmacro dataset",
        "Conclusions",
        "Appendix: Full conditional distribution of the latent states",
        "Multicore LPDS calculation"
      ],
      "created": "2019-08-07 13:40:02",
      "modified": "2026-01-08 08:40:26",
      "commits": 9
    }
  ],
  "_score": 3.7226339225338125,
  "_indexed": true,
  "_nocasepkg": "shrinktvp",
  "_universes": [
    "neferkareii"
  ],
  "_binaries": [
    {
      "r": "4.7.0",
      "os": "linux",
      "version": "3.1.2",
      "date": "2026-10-20T10:38:27.000Z",
      "distro": "resolute",
      "arch": "aarch64",
      "commit": "05ebefc1004efd93936eceae76bb86556f937749",
      "fileid": "https://r2.ropensci.org/d36d38ccd000b67fd20f87d7aecd1e06d0c8c5a132abfada979f779c0eab0870",
      "status": "success",
      "check": "OK",
      "buildurl": "https://github.com/r-universe/neferkareii/actions/runs/39408406062"
    },
    {
      "r": "4.7.0",
      "os": "linux",
      "version": "3.1.2",
      "date": "2026-10-20T10:38:46.000Z",
      "distro": "resolute",
      "arch": "x86_64",
      "commit": "05ebefc1004efd93936eceae76bb86556f937749",
      "fileid": "https://r2.ropensci.org/732432fab1b4d20d8fa4632b0f9b6628e593ad2a1b4ffb5f5ab1ecaf8b40dfdf",
      "status": "success",
      "check": "OK",
      "buildurl": "https://github.com/r-universe/neferkareii/actions/runs/39408406062"
    },
    {
      "r": "4.6.1",
      "os": "linux",
      "version": "3.1.2",
      "date": "2026-10-20T10:38:32.000Z",
      "distro": "resolute",
      "arch": "aarch64",
      "commit": "05ebefc1004efd93936eceae76bb86556f937749",
      "fileid": "https://r2.ropensci.org/31fc145b9482aff1a291894ff44bdf841823ea07d869ebffc579ab80ab50d0cd",
      "status": "success",
      "check": "OK",
      "buildurl": "https://github.com/r-universe/neferkareii/actions/runs/39408406062"
    },
    {
      "r": "4.6.1",
      "os": "linux",
      "version": "3.1.2",
      "date": "2026-10-20T10:38:41.000Z",
      "distro": "resolute",
      "arch": "x86_64",
      "commit": "05ebefc1004efd93936eceae76bb86556f937749",
      "fileid": "https://r2.ropensci.org/b738023b0e38fc25a0a0c9916b332753d7901feb732f649fce4a1622394fd993",
      "status": "success",
      "check": "OK",
      "buildurl": "https://github.com/r-universe/neferkareii/actions/runs/39408406062"
    },
    {
      "r": "4.5.3",
      "os": "mac",
      "version": "3.1.2",
      "date": "2026-10-20T10:57:25.000Z",
      "arch": "aarch64",
      "commit": "05ebefc1004efd93936eceae76bb86556f937749",
      "fileid": "https://r2.ropensci.org/dc03f6ee6fd82f75138cba19f0532e8ef1a474f6b08700b7bd7ef956b6864985",
      "status": "success",
      "check": "OK",
      "buildurl": "https://github.com/r-universe/neferkareii/actions/runs/39408406062"
    },
    {
      "r": "4.5.3",
      "os": "mac",
      "version": "3.1.2",
      "date": "2026-10-20T10:58:14.000Z",
      "arch": "x86_64",
      "commit": "05ebefc1004efd93936eceae76bb86556f937749",
      "fileid": "https://r2.ropensci.org/092e1ccda3425b27a8fc338b318090d734634db35b36c88f33466417392547fd",
      "status": "success",
      "check": "OK",
      "buildurl": "https://github.com/r-universe/neferkareii/actions/runs/39408406062"
    },
    {
      "r": "4.6.1",
      "os": "mac",
      "version": "3.1.2",
      "date": "2026-10-20T10:50:52.000Z",
      "arch": "aarch64",
      "commit": "05ebefc1004efd93936eceae76bb86556f937749",
      "fileid": "https://r2.ropensci.org/bb9ddf5f8dc661b204c389e391ad31d7a9eef711568efc27273fba08df303173",
      "status": "success",
      "check": "OK",
      "buildurl": "https://github.com/r-universe/neferkareii/actions/runs/39408406062"
    },
    {
      "r": "4.6.1",
      "os": "mac",
      "version": "3.1.2",
      "date": "2026-10-20T10:56:59.000Z",
      "arch": "x86_64",
      "commit": "05ebefc1004efd93936eceae76bb86556f937749",
      "fileid": "https://r2.ropensci.org/b1352423b762bf4dffd14a6206ed75359f355efb0160fb2b891140aae737d8ae",
      "status": "success",
      "check": "OK",
      "buildurl": "https://github.com/r-universe/neferkareii/actions/runs/39408406062"
    },
    {
      "r": "4.6.0",
      "os": "wasm",
      "version": "3.1.2",
      "date": "2026-10-20T10:38:39.000Z",
      "arch": "emscripten",
      "commit": "05ebefc1004efd93936eceae76bb86556f937749",
      "fileid": "https://r2.ropensci.org/6764a8fec369765c86935f661f963ef24ef8181117789697a2f4c042722ddc11",
      "status": "success",
      "buildurl": "https://github.com/r-universe/neferkareii/actions/runs/39408406062"
    },
    {
      "r": "4.7.0",
      "os": "win",
      "version": "3.1.2",
      "date": "2026-10-20T10:42:08.000Z",
      "arch": "aarch64",
      "commit": "05ebefc1004efd93936eceae76bb86556f937749",
      "fileid": "https://r2.ropensci.org/2bb1f9278a7ef6f3378bc8eebc1bc1d1666ab5096af986aecacd669be68711d8",
      "status": "success",
      "check": "OK",
      "buildurl": "https://github.com/r-universe/neferkareii/actions/runs/39408406062"
    },
    {
      "r": "4.7.0",
      "os": "win",
      "version": "3.1.2",
      "date": "2026-10-20T10:38:21.000Z",
      "arch": "x86_64",
      "commit": "05ebefc1004efd93936eceae76bb86556f937749",
      "fileid": "https://r2.ropensci.org/b7d0cf1c0427ef28ed539b4a98ac684a38870c12e457a8fefdaca4d36f1ebe98",
      "status": "success",
      "check": "OK",
      "buildurl": "https://github.com/r-universe/neferkareii/actions/runs/39408406062"
    },
    {
      "r": "4.5.3",
      "os": "win",
      "version": "3.1.2",
      "date": "2026-10-20T10:38:03.000Z",
      "arch": "x86_64",
      "commit": "05ebefc1004efd93936eceae76bb86556f937749",
      "fileid": "https://r2.ropensci.org/f87c05fb13c401b732d3e05d70672ad4a32c046a5ca45d5a8179c398f7669322",
      "status": "success",
      "check": "OK",
      "buildurl": "https://github.com/r-universe/neferkareii/actions/runs/39408406062"
    },
    {
      "r": "4.6.1",
      "os": "win",
      "version": "3.1.2",
      "date": "2026-10-20T10:41:33.000Z",
      "arch": "aarch64",
      "commit": "05ebefc1004efd93936eceae76bb86556f937749",
      "fileid": "https://r2.ropensci.org/9516cdbef7152f73c4b48f0d44f587db283b883953fe4384552b4541eba3d110",
      "status": "success",
      "check": "OK",
      "buildurl": "https://github.com/r-universe/neferkareii/actions/runs/39408406062"
    },
    {
      "r": "4.6.1",
      "os": "win",
      "version": "3.1.2",
      "date": "2026-10-20T10:38:23.000Z",
      "arch": "x86_64",
      "commit": "05ebefc1004efd93936eceae76bb86556f937749",
      "fileid": "https://r2.ropensci.org/cbe52c1437c3d7d721a3877760664b31b0b406bff3ca949477c4e428ffc7e21f",
      "status": "success",
      "check": "OK",
      "buildurl": "https://github.com/r-universe/neferkareii/actions/runs/39408406062"
    }
  ]
}