bbdetection
Identification of Bull and Bear States of the Market
Description
Implements two algorithms of detecting Bull and Bear markets in stock prices: the algorithm of Pagan and Sossounov (2002, <doi:10.1002/jae.664>) and the algorithm of Lunde and Timmermann (2004, <doi:10.1198/073500104000000136>). The package also contains functions for printing out the dating of the Bull and Bear states of the market, the descriptive statistics of the states, and functions for plotting the results. For the sake of convenience, the package includes the monthly and daily data on the prices (not adjusted for dividends) of the S&P 500 stock market index.
Downloads
316
Last 30 days
10008th
598
Last 90 days
598
Last year
Trend: +12.1% (30d vs prior 30d)
CRAN Check Status
Show all 14 flavors
| Flavor | Status |
|---|---|
| r-devel-linux-x86_64-debian-clang | NOTE |
| r-devel-linux-x86_64-debian-gcc | NOTE |
| r-devel-linux-x86_64-fedora-clang | OK |
| r-devel-linux-x86_64-fedora-gcc | OK |
| r-devel-macos-arm64 | OK |
| r-devel-windows-x86_64 | OK |
| r-oldrel-macos-arm64 | OK |
| r-oldrel-macos-x86_64 | OK |
| r-oldrel-windows-x86_64 | OK |
| r-patched-linux-x86_64 | OK |
| r-release-linux-x86_64 | OK |
| r-release-macos-arm64 | OK |
| r-release-macos-x86_64 | OK |
| r-release-windows-x86_64 | OK |
Check details (14 non-OK)
CRAN incoming feasibility
Maintainer: ‘Valeriy Zakamulin <valeriz@uia.no>’
No Authors@R field in DESCRIPTION.
Please add one, modifying
Authors@R: person(given = "Valeriy",
family = "Zakamulin",
role = c("aut", "cre"),
email = "valeriz@uia.no")
as necessary.
CRAN incoming feasibility
Maintainer: ‘Valeriy Zakamulin <valeriz@uia.no>’
No Authors@R field in DESCRIPTION.
Please add one, modifying
Authors@R: person(given = "Valeriy",
family = "Zakamulin",
role = c("aut", "cre"),
email = "valeriz@uia.no")
as necessary.
*
*
*
*
*
*
*
*
*
*
*
*
Check History
NOTE 12 OK · 2 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 9, 2026
CRAN incoming feasibility
Maintainer: ‘Valeriy Zakamulin <valeriz@uia.no>’
No Authors@R field in DESCRIPTION.
Please add one, modifying
Authors@R: person(given = "Valeriy",
family = "Zakamulin",
role = c("aut", "cre"),
email = "valeriz@uia.no")
as necessary.
CRAN incoming feasibility
Maintainer: ‘Valeriy Zakamulin <valeriz@uia.no>’
No Authors@R field in DESCRIPTION.
Please add one, modifying
Authors@R: person(given = "Valeriy",
family = "Zakamulin",
role = c("aut", "cre"),
email = "valeriz@uia.no")
as necessary.