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, and Smeekes (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>).
| Version: | 1.0.2 |
| Depends: | R (≥ 3.5.0) |
| Imports: | Matrix, ggplot2, rlang |
| Suggests: | testthat (≥ 3.0.0), knitr, rmarkdown, vars |
| Published: | 2026-04-08 |
| DOI: | 10.32614/CRAN.package.SVARtca (may not be active yet) |
| Author: | Muhammad Alkhalaf 
[aut, cre],
Emanuel Wegner [ctb] (Original MATLAB toolbox author),
Lenard Lieb [ctb] (Original MATLAB toolbox author),
Stephan Smeekes [ctb] (Original MATLAB toolbox author) |
| Maintainer: | Muhammad Alkhalaf <muhammedalkhalaf at gmail.com> |
| BugReports: | https://github.com/muhammedalkhalaf/SVARtca/issues |
| License: | MIT + file LICENSE |
| URL: | https://github.com/muhammedalkhalaf/SVARtca |
| NeedsCompilation: | no |
| Citation: | SVARtca citation info |
| Materials: | NEWS |
| CRAN checks: | SVARtca results |
Documentation:
| Reference manual: | SVARtca.html , SVARtca.pdf |
Downloads:
| Package source: | SVARtca_1.0.2.tar.gz |
| Windows binaries: | r-devel: not available, r-release: not available, r-oldrel: not available |
| macOS binaries: | r-release (arm64): SVARtca_1.0.2.tgz, r-oldrel (arm64): not available, r-release (x86_64): SVARtca_1.0.2.tgz, r-oldrel (x86_64): SVARtca_1.0.2.tgz |
Linking:
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