Package: SVARtca
Type: Package
Title: Transmission Channel Analysis in Structural VAR Models
Version: 1.0.2
Date: 2026-03-15
Authors@R: c(
    person("Muhammad", "Alkhalaf", role = c("aut", "cre"),
           email = "muhammedalkhalaf@gmail.com",
           comment = c(ORCID = "0009-0002-2677-9246")),
    person("Emanuel", "Wegner", role = "ctb",
           comment = "Original MATLAB toolbox author"),
    person("Lenard", "Lieb", role = "ctb",
           comment = "Original MATLAB toolbox author"),
    person("Stephan", "Smeekes", role = "ctb",
           comment = "Original MATLAB toolbox author"))
Description: 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>).
License: MIT + file LICENSE
URL: https://github.com/muhammedalkhalaf/SVARtca
BugReports: https://github.com/muhammedalkhalaf/SVARtca/issues
Encoding: UTF-8
RoxygenNote: 7.3.2
Depends: R (>= 3.5.0)
Imports: Matrix, ggplot2, rlang
Suggests: testthat (>= 3.0.0), knitr, rmarkdown, vars
Config/testthat/edition: 3
NeedsCompilation: no
Packaged: 2026-04-02 15:26:36 UTC; SYSTEM
Author: Muhammad Alkhalaf [aut, cre] (ORCID:
    <https://orcid.org/0009-0002-2677-9246>),
  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@gmail.com>
Repository: CRAN
Date/Publication: 2026-04-08 19:10:27 UTC
Built: R 4.4.3; ; 2026-04-08 20:21:59 UTC; unix
