Package: fracdist
Title: Numerical CDFs for Fractional Unit Root and Cointegration Tests
Version: 0.1.2
Authors@R: 
    c(person(given = "Lealand",
             family = "Morin",
             role = c("aut", "cre"),
             email = "lee.morin.econ@gmail.com",
             comment = c(ORCID = "0000-0001-8539-1386")))
Description: 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>.
Depends: R (>= 2.10)
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
Suggests: testthat (>= 3.0.0)
NeedsCompilation: no
Packaged: 2026-07-05 08:38:12 UTC; root
Author: Lealand Morin [aut, cre] (0000-0001-8539-1386)
Maintainer: Lealand Morin <lee.morin.econ@gmail.com>
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