FCUSUM

1.0.0

Fourier CUSUM Cointegration Test

0packages depend

1.6Kdownloads / year

–test coverage

12/13checks pass

Overview

About

Maintained by Taha ZaghdoudiFirst published 2025-11-121 releasesCRAN page ↗

Implements the Fourier cumulative sum (CUSUM) cointegration test for detecting cointegration relationships in time series data with structural breaks. The test uses Fourier approximations to capture smooth structural changes and CUSUM statistics to test for cointegration stability. Based on methodology described in Zaghdoudi (2025) doi:10.46557/001c.144076. The corrected Akaike Information Criterion (AICc) is used for optimal frequency selection.

Install

R (CRAN)Ubuntu (r2u)

install.packages("FCUSUM", repos = "https://cloud.r-project.org/")

Installs the current CRAN release. Prebuilt binaries on Windows and macOS.

Release

# enable cranapt (r2u) if it is not already set up, then install
grep -rqs r2u.stat.illinois.edu /etc/apt/sources.list /etc/apt/sources.list.d/ \
  || curl -fsSL https://raw.githubusercontent.com/eddelbuettel/r2u/master/inst/scripts/add_cranapt_noble.sh | sudo bash
sudo apt install -y r-cran-fcusum

Fast Ubuntu binaries via r2u (no compilation). The cranapt setup runs once and is skipped when it is already enabled.

bspm (used by r2u) also needs make: sudo apt install make

Health

CRAN checks

1NOTE12OK

Failing flavors

NOTE r-devel-linux-x86_64-debian-gcc

Slowest check: 1.1 min · r-oldrel-windows-x86_64

Code health

None

Tests · ratio 0.00

not tracked

Coverage

100%

Documentation · exports

Dependencies · direct

Check history

NOTE2026-08-01
12 OK · 1 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
OK2026-03-10
14 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE

Documentation

READMENoVignettesNopkgdown siteNoNEWSNoCode of conductNoContributing guideNo

Examples that run: 100%
Documented parameters: 100%
Return-value docs: 100%
References docs: 33%

Downloads

1.6K

CRAN downloads in the past year

Rank #23,900 · ~4/day · ~136/mo

Releases R versions

Daily download trend is not available in this view yet.

8130 days

36790 days

1.6K1 year

Compare downloads with other packages →

Also on55 r2u

Dependencies

Declared dependencies

0 external dependencies (excludes base and recommended)

Depends (1)

R >= 3.5.0

Imports (1)

stats

LinkingTo (0)

none

Suggests (0)

none

Enhances (0)

none

Dependency license breakdown →

Reverse dependencies

0direct

0indirect

Nothing depends on this yet.

Code & Tests

People & History

People (1)

Maintainer (1)

Taha Zaghdoudi

Author, Maintainer

Authors (1)

Taha Zaghdoudi

Author, Maintainer

Package Timeline

1 release. R releases are shown for context.

R
R 4.6.0 released · 2026-04-24
1.0.0Latest
2026-03-10 · current release
R
R 4.5.0 released · 2025-04-11

Package metadata

First published: 2025-11-12
Total releases: 1 / 1 yrs
License: GPL-3 OSI
Minimum R: ≥ 3.5.0
Download size: 4.8 KB
Installed size: not tracked yet
With dependencies: not tracked yet

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