Package: fracdist 0.1.2

fracdist: Numerical CDFs for Fractional Unit Root and Cointegration Tests

Calculate numerical asymptotic distribution functions of likelihood ratio statistics for fractional unit root tests and tests of cointegration rank. For these distributions, the included functions calculate critical values and P-values used in unit root tests, cointegration tests, and rank tests in the Fractionally Cointegrated Vector Autoregression (FCVAR) model. The functions implement procedures for tests described in the following articles: Johansen, S. and M. Ø. Nielsen (2012) <doi:10.3982/ECTA9299>, MacKinnon, J. G. and M. Ø. Nielsen (2014) <doi:10.1002/jae.2295>.

Authors:Lealand Morin [aut, cre]

fracdist_0.1.2.tar.gz
fracdist_0.1.2.zip(r-4.7-any)fracdist_0.1.2.zip(r-4.6-any)fracdist_0.1.2.zip(r-4.5-any)
fracdist_0.1.2.tgz(r-4.6-any)fracdist_0.1.2.tgz(r-4.5-any)
fracdist_0.1.2.tar.gz(r-4.7-any)fracdist_0.1.2.tar.gz(r-4.6-any)
fracdist_0.1.2.tgz(r-4.6-emscripten)
manual.pdf |manual.html✨
DESCRIPTION |NEWS
card.svg |card.png
fracdist/json (API)

# Install 'fracdist' in R:
install.packages('fracdist', repos = c('https://leemorinucf.r-universe.dev', 'https://cloud.r-project.org'))

Bug tracker:https://github.com/leemorinucf/fracdist/issues

On CRAN:

Conda:

3.18 score 1 packages 3 scripts 333 downloads 7 exports 0 dependencies

Last updated from:c8d130a40f. Checks:9 OK. Indexed: yes.

TargetResultTimeFilesSyslog
linux-devel-x86_64OK108
source / vignettesOK132
linux-release-x86_64OK117
macos-release-arm64OK150
macos-oldrel-arm64OK131
windows-develOK62
windows-releaseOK65
windows-oldrelOK64
wasm-releaseOK83

Exports:blocalcheck_fracdist_paramsfpcritfpvalfracdist_pvaluesfracdist_valuesget_fracdist_tab

Dependencies: