{ "_id": "6a229a8bcd65a98ecbd57694", "Package": "fracdist", "Title": "Numerical CDFs for Fractional Unit Root and Cointegration Tests", "Version": "0.1.2", "Authors@R": "c(person(given = \"Lealand\",\nfamily = \"Morin\",\nrole = c(\"aut\", \"cre\"),\nemail = \"lee.morin.econ@gmail.com\",\ncomment = c(ORCID = \"0000-0001-8539-1386\")))", "Description": "Calculate numerical asymptotic distribution functions of\nlikelihood ratio statistics for fractional unit root tests and\ntests of cointegration rank. For these distributions, the\nincluded functions calculate critical values and P-values used\nin unit root tests, cointegration tests, and rank tests in the\nFractionally Cointegrated Vector Autoregression (FCVAR) model.\nThe functions implement procedures for tests described in the\nfollowing articles: Johansen, S. and M. Ø. Nielsen (2012)\n, MacKinnon, J. G. and M. Ø. Nielsen\n(2014) .", "URL": "https://github.com/LeeMorinUCF/fracdist", "BugReports": "https://github.com/LeeMorinUCF/fracdist/issues", "License": "GPL-3", "Encoding": "UTF-8", "Language": "en-US", "RoxygenNote": "7.1.1", "NeedsCompilation": "no", "Packaged": { "Date": "2026-06-05 09:41:20 UTC", "User": "root" }, "Author": "Lealand Morin [aut, cre] (0000-0001-8539-1386)", "Maintainer": "Lealand Morin ", "Config/testthat/edition": "3", "Repository": "https://leemorinucf.r-universe.dev", "Date/Publication": "2024-04-17 20:07:38 UTC", "RemoteUrl": "https://github.com/leemorinucf/fracdist", "RemoteRef": "HEAD", "RemoteSha": "c8d130a40fd8c20d1bf9488c6562867b3eafdc82", "MD5sum": "79dca94b2a4b85a9f000e131a83580b2", "_user": "leemorinucf", "_type": "src", "_file": "fracdist_0.1.2.tar.gz", "_fileid": "6cadcf4f66ccb77a29feb47dff0083cbd9f4e58cdcf9c319c8241504fdd4273a", "_filesize": 1430954, "_sha256": "6cadcf4f66ccb77a29feb47dff0083cbd9f4e58cdcf9c319c8241504fdd4273a", "_created": "2026-06-05T09:41:20.000Z", "_published": "2026-06-05T09:44:43.050Z", "_distro": "noble", "_jobs": [ { "job": 79702965061, "time": 107, "config": "linux-devel-x86_64", "r": "4.7.0", "check": "OK", "artifact": "7433594218" }, { "job": 79702965040, "time": 110, "config": "linux-release-x86_64", "r": "4.6.0", "check": "OK", "artifact": "7433594701" }, { "job": 79702965062, "time": 168, "config": "macos-oldrel-arm64", "r": "4.5.3", "check": "OK", "artifact": "7433604437" }, { "job": 79702965074, "time": 162, "config": "macos-release-arm64", "r": "4.6.0", "check": "OK", "artifact": "7433601870" }, { "job": 79702560352, "time": 159, "config": "source", "r": "4.6.0", "check": "OK", "artifact": "7433558366" }, { "job": 79702965034, "time": 82, "config": "wasm-release", "r": "4.6.0", "check": "OK", "artifact": "7433586001" }, { "job": 79702965071, "time": 92, "config": "windows-devel", "r": "4.7.0", "check": "OK", "artifact": "7433589125" }, { "job": 79702965067, "time": 66, "config": "windows-oldrel", "r": "4.5.3", "check": "OK", "artifact": "7433580874" }, { "job": 79702965089, "time": 92, "config": "windows-release", "r": "4.6.0", "check": "OK", "artifact": "7433589291" } ], "_buildurl": "https://github.com/r-universe/leemorinucf/actions/runs/27007457310", "_status": "success", "_host": "GitHub-Actions", "_upstream": "https://github.com/leemorinucf/fracdist", "_commit": { "id": "c8d130a40fd8c20d1bf9488c6562867b3eafdc82", "author": "Lee Morin <42477710+LeeMorinUCF@users.noreply.github.com>", "committer": "Lee Morin <42477710+LeeMorinUCF@users.noreply.github.com>", "message": "Updated contact info and alias\n", "time": 1713384458 }, "_maintainer": { "name": "Lealand Morin", "email": "lee.morin.econ@gmail.com", "login": "leemorinucf", "linkedin": "in/lealandmorin", "description": "I was a Data Scientist at Capital One and taught at Queen's University and UCF. Now I am a Decision Scientist teaching in industry.", "uuid": 42477710, "orcid": "0000-0001-8539-1386" }, "_registered": true, "_dependencies": [ { "package": "R", "version": ">= 2.10", "role": "Depends" }, { "package": "testthat", "version": ">= 3.0.0", "role": "Suggests" } ], "_owner": "leemorinucf", "_selfowned": true, "_usedby": 1, "_updates": [], "_tags": [], "_stars": 0, "_contributors": [ { "user": "leemorinucf", "count": 116, "uuid": 42477710 } ], "_userbio": { "uuid": 42477710, "type": "user", "name": "Lee Morin", "description": "I was a Data Scientist at Capital One and taught at Queen's University and UCF. Now I am a Decision Scientist teaching in industry." }, "_downloads": { "count": 223, "source": "https://cranlogs.r-pkg.org/downloads/total/last-month/fracdist" }, "_devurl": "https://github.com/leemorinucf/fracdist", "_searchresults": 3, "_rbuild": "4.6.0", "_assets": [ "extra/citation.cff", "extra/citation.html", "extra/citation.json", "extra/citation.txt", "extra/contents.json", "extra/fracdist.html", "extra/NEWS.html", "extra/NEWS.txt", "extra/readme.html", "extra/readme.md", "manual.pdf" ], "_homeurl": "https://github.com/leemorinucf/fracdist", "_realowner": "leemorinucf", "_cranurl": true, "_releases": [ { "version": "0.1.1", "date": "2021-05-25" } ], "_exports": [ "blocal", "check_fracdist_params", "fpcrit", "fpval", "fracdist_pvalues", "fracdist_values", "get_fracdist_tab" ], "_help": [ { "page": "dot-fracdist", "title": "Numerical CDFs for Fractional Unit Root and Cointegration Tests", "topics": [ ".fracdist" ] }, { "page": "blocal", "title": "Interpolate Critical Values Local to Fractional Integration Parameter", "topics": [ "blocal" ] }, { "page": "check_fracdist_params", "title": "Verify that fracdist parameters are valid parameter values", "topics": [ "check_fracdist_params" ] }, { "page": "fpcrit", "title": "Calculate Critical Values for Fractional Unit Root and Cointegration Tests", "topics": [ "fpcrit" ] }, { "page": "fpval", "title": "Calculate P-values for Fractional Unit Root and Cointegration Tests", "topics": [ "fpval" ] }, { "page": "fracdist_pvalues", "title": "Calculate P-values for Fractional Unit Root and Cointegration Tests", "topics": [ "fracdist_pvalues" ] }, { "page": "fracdist_values", "title": "Calculate Critical Values or P-values for Fractional Unit Root and Cointegration Tests", "topics": [ "fracdist_values" ] }, { "page": "get_fracdist_tab", "title": "Obtain Lookup Tables of Probabilities and Quantiles", "topics": [ "get_fracdist_tab" ] } ], "_readme": "https://github.com/leemorinucf/fracdist/raw/HEAD/README.md", "_rundeps": [], "_score": 3.1760912590556813, "_indexed": true, "_nocasepkg": "fracdist", "_universes": [ "leemorinucf" ], "_binaries": [ { "r": "4.7.0", "os": "linux", "version": "0.1.2", "date": "2026-06-05T09:43:13.000Z", "distro": "noble", "commit": "c8d130a40fd8c20d1bf9488c6562867b3eafdc82", "fileid": "fa6959467f423d28b23cd9bdc270acee19c0c7e521e9cf60f8e59f42410e669d", "status": "success", "check": "OK", "buildurl": "https://github.com/r-universe/leemorinucf/actions/runs/27007457310" }, { "r": "4.6.0", "os": "linux", "version": "0.1.2", "date": "2026-06-05T09:43:12.000Z", "distro": "noble", "commit": "c8d130a40fd8c20d1bf9488c6562867b3eafdc82", "fileid": "e7c01cf6572655371a6a14adfa7bc4f8f4f430a75c6b3edcc56775db8ab7beb5", "status": "success", "check": "OK", "buildurl": "https://github.com/r-universe/leemorinucf/actions/runs/27007457310" }, { "r": "4.5.3", "os": "mac", "version": "0.1.2", "date": "2026-06-05T09:43:46.000Z", "commit": "c8d130a40fd8c20d1bf9488c6562867b3eafdc82", "fileid": "13fc95aaa31923af74ff13c81ce04823f4ad9e230fb03e02d6b9386f67e5fb46", "status": "success", "check": "OK", "buildurl": "https://github.com/r-universe/leemorinucf/actions/runs/27007457310" }, { "r": "4.6.0", "os": "mac", "version": "0.1.2", "date": "2026-06-05T09:43:36.000Z", "commit": "c8d130a40fd8c20d1bf9488c6562867b3eafdc82", "fileid": "7ef8cc2561ae32924cca5a957293d53afabb5bb16e5da237bee97eb639793cc0", "status": "success", "check": "OK", "buildurl": "https://github.com/r-universe/leemorinucf/actions/runs/27007457310" }, { "r": "4.6.0", "os": "wasm", "version": "0.1.2", "date": "2026-06-05T09:42:59.000Z", "commit": "c8d130a40fd8c20d1bf9488c6562867b3eafdc82", "fileid": "6ff529cbe7dc5421c1f5bf5812c13330de0d008bfcbc3bce6c5366149060e144", "status": "success", "buildurl": "https://github.com/r-universe/leemorinucf/actions/runs/27007457310" }, { "r": "4.7.0", "os": "win", "version": "0.1.2", "date": "2026-06-05T09:42:47.000Z", "commit": "c8d130a40fd8c20d1bf9488c6562867b3eafdc82", "fileid": "a2e4a6abc4a53bc95e5a3e5f4fe8aea7b4430ce7a640567bc0d3818dd22db46f", "status": "success", "check": "OK", "buildurl": "https://github.com/r-universe/leemorinucf/actions/runs/27007457310" }, { "r": "4.5.3", "os": "win", "version": "0.1.2", "date": "2026-06-05T09:42:27.000Z", "commit": "c8d130a40fd8c20d1bf9488c6562867b3eafdc82", "fileid": "58c745d4f81c1eff8a45396aa2d852ea5187e0509c6b27768220fc3bfafadea9", "status": "success", "check": "OK", "buildurl": "https://github.com/r-universe/leemorinucf/actions/runs/27007457310" }, { "r": "4.6.0", "os": "win", "version": "0.1.2", "date": "2026-06-05T09:42:52.000Z", "commit": "c8d130a40fd8c20d1bf9488c6562867b3eafdc82", "fileid": "c017aee73f829cef77a83dd083990f543c497fa00190a24f57815efc882df31f", "status": "success", "check": "OK", "buildurl": "https://github.com/r-universe/leemorinucf/actions/runs/27007457310" } ] }