Skip to content

boundedur

1.0.1

Unit Root Tests for Bounded Time Series

0packages depend
2.2Kdownloads / year
93.4%test coverage
12/13checks pass

Overview

About
Maintained by Muhammad AlkhalafFirst published 2026-03-161 releasesCRAN page ↗GitHub ↗

Implements unit root tests for bounded time series following Cavaliere and Xu (2014) doi:10.1016/j.jeconom.2013.08.012. Standard unit root tests (ADF, Phillips-Perron) have non-standard limiting distributions when the time series is bounded. This package provides modified ADF and M-type tests (MZ-alpha, MZ-t, MSB) with p-values computed via Monte Carlo simulation of bounded Brownian motion. Supports one-sided (lower bound only) and two-sided bounds, with automatic lag selection using the MAIC criterion of Ng and Perron (2001) doi:10.1111/1468-0262.00256.

Install

Health

CRAN checks
1NOTE12OK
Failing flavors
  • NOTE r-devel-linux-x86_64-debian-gcc
Slowest check: 53 s · r-oldrel-windows-x86_64
Code health
Yes
Tests · ratio 0.15
93.4%
Coverage · measured lines
100%
Documentation · exports
1
Dependencies · direct
Check history
  • NOTE2026-08-01
    12 OK · 1 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
  • OK2026-03-17
    5 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE

Documentation

Documentation
READMEYes · 291 wordsVignettesNopkgdown siteNoNEWSYes · 67% structuredCode of conductNoContributing guideNo
Examples that run
100%
Documented parameters
100%
Return-value docs
100%
References docs
100%

Downloads

2.2K
CRAN downloads in the past year
Rank #8,287 · ~6/day · ~186/mo
Daily download trend is not available in this view yet.
21530 days
1.2K90 days
2.2K1 year
Compare downloads with other packages →
Also on66 r2u5 autocran

Repository

Repository
1Stars
1Forks
0Open issues
1Open PRs
2Releases
8Commits
1Contributors
8 commits · Last activity 2026-04-28 · 0% stars, 30d

Stars over time

2026-05-20 · 12026-07-07 · 1

Repository practices

Upstream repositoryBeta

Checks run against github.com/muhammedalkhalaf/boundedur on 2026-08-02.

No development-tooling practices detected in the upstream repository.

How this is detected·Detection ruleset v1 (2026-07-18)

Dependencies

Declared dependencies
1 external dependency (excludes base and recommended)
Depends (1)
R >= 3.5.0
Imports (1)
stats
LinkingTo (0)
none
Suggests (1)
Enhances (0)
none
Reverse dependencies
0direct
0indirect

Nothing depends on this yet.

Code & Tests

People & History

People (3)
Maintainer (1)
Author, Maintainer, Copyright holder
Authors (1)
Author, Maintainer, Copyright holder
Contributors (2)
Contributor
Copyright holders (1)
Author, Maintainer, Copyright holder
Package Timeline

1 release. R releases are shown for context.

  • R
    R 4.6.0 released · 2026-04-24
  • 1.0.1Latest
    2026-03-16 · current release
  • R
    R 4.5.0 released · 2025-04-11

Package metadata

First published
2026-03-16
Total releases
1 / 1 yrs
License
GPL-3 OSI
Minimum R
≥ 3.5.0
Download size
not tracked yet
Installed size
not tracked yet
With dependencies
not tracked yet
Appears in task views
Report a problem with this page →

Privacy choices

These apply to this browser and are stored on this device only. Nothing about your choice is sent to us.

Read the privacy policy