This package was removed from CRAN on 2020-04-11. Its history is shown below.

Reason: check problems were not corrected despite reminders

Details below reflect version 1.0.0, its last release before removal.

PANICr

1.0.0

PANIC Tests of Nonstationarity

0packages depend

–downloads / year

–test coverage

–checks pass

Overview

About

Maintained by Steve Bronder4 releasesCRAN page ↗GitHub ↗

A methodology that makes use of the factor structure of large dimensional panels to understand the nature of nonstationarity inherent in data. This is referred to as PANIC, Panel Analysis of Nonstationarity in Idiosyncratic and Common Components. PANIC (2004)doi:10.1111/j.1468-0262.2004.00528.x includes valid pooling methods that allow panel tests to be constructed. PANIC (2004) can detect whether the nonstationarity in a series is pervasive, or variable specific, or both. PANIC (2010) doi:10.1017/s0266466609990478 includes two new tests on the idiosyncratic component that estimates the pooled autoregressive coefficient and sample moment, respectively. The PANIC model approximates the number of factors based on Bai and Ng (2002) doi:10.1111/1468-0262.00273.

Install

R (source archive)pak (dev)

url <- "https://cran.r-project.org/src/contrib/Archive/PANICr/PANICr_1.0.0.tar.gz"
pkgFile <- "PANICr_1.0.0.tar.gz"
download.file(url, pkgFile)
install.packages(pkgFile, type = "source", repos = NULL)

This package is no longer on CRAN, so install.packages() cannot fetch it by name. This downloads the last archived source (1.0.0) and builds it locally. Install its dependencies first, and note that building from source needs the usual compiler toolchain.

if (!requireNamespace("pak", quietly = TRUE))
  install.packages("pak", repos = "https://cloud.r-project.org/")
pak::pak("Stevo15025/PANICr")

Development version from Stevo15025/PANICr. Installs pak first if it is not already available.

Health

CRAN checks

CRAN check results are not tracked yet.

Code health

Yes

Tests · ratio 0.02

not tracked

Coverage

100%

Documentation · exports

Dependencies · direct

Documentation

READMEYes · 4 wordsVignettesYes · dynamicpkgdown siteNoNEWSNoCode of conductNoContributing guideNo

Examples that run: not tracked
Documented parameters: 100%
Return-value docs: 80%
References docs: 27%

Downloads

PANICr Releases R versions

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Also on83 c2d4u

Dependencies

Declared dependencies

5 external dependencies (excludes base and recommended)

Depends (1)

R >= 2.10.0

Imports (3)

MCMCpack xts coda

LinkingTo (0)

none

Suggests (2)

knitr testthat

Enhances (0)

none

Dependency license breakdown →

Reverse dependencies

0direct

–indirect (not tracked)

Nothing depends on this yet.

Code & Tests

Datasets

People & History

People (1)

Other (1)

Steve Bronder

Contributor

Package Timeline

4 releases. Pick two to compare their code metrics. R releases are shown for context.

R
R 4.0.0 released · 2020-04-24
archivedRemoved from CRAN
2020-04-11
check problems were not corrected despite reminders
R
R 3.6.0 released · 2019-04-26
R
R 3.5.0 released · 2018-04-23
R
R 3.4.0 released · 2017-04-21
1.0.0
2016-09-24 · diff ↗
0.1.3
2016-08-28 · diff ↗
R
R 3.3.0 released · 2016-05-03
R
R 3.2.0 released · 2015-04-16
0.0.0.5
2015-02-05 · diff ↗
0.0.0.2
2014-10-24
R
R 3.1.0 released · 2014-04-10

Package metadata

Total releases: 4
License: GPL-3 OSI
Minimum R: ≥ 2.10.0
Bundled data: 1.3 MB / 7 files
Download size: not tracked yet
Installed size: not tracked yet
With dependencies: not tracked yet

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