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: not available, r-oldrel: not available
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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