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, Smeekes and Wilms (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:	1.0.3
Depends:	R (≥ 3.5.0)
Imports:	Matrix, ggplot2, rlang
Suggests:	testthat (≥ 3.0.0), knitr, rmarkdown, vars
Published:	2026-10-01
DOI:	10.32614/CRAN.package.SVARtca
Author:	Muhammad Alkhalaf [aut, cre], Enrico Wegner [ctb] (Author of the MATLAB TCA toolbox the package is ported from; co-author of the original methodology), Lenard Lieb [ctb] (Original methodology), Stephan Smeekes [ctb] (Original methodology), Ines Wilms [ctb] (Original methodology)
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_1.0.3.tar.gz
Windows binaries:	r-devel: SVARtca_1.0.2.zip, r-release: SVARtca_1.0.2.zip, r-oldrel: SVARtca_1.0.3.zip
macOS binaries:	r-release (arm64): SVARtca_1.0.3.tgz, r-oldrel (arm64): SVARtca_1.0.3.tgz, r-release (x86_64): SVARtca_1.0.3.tgz, r-oldrel (x86_64): SVARtca_1.0.3.tgz
Old sources:	SVARtca archive

Linking:

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