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cointsmall

1.0.2

Cointegration Tests with Structural Breaks in Small Samples

0packages depend
1.9Kdownloads / year
88.1%test coverage
13/13checks pass

Overview

About
Maintained by Muhammad AlkhalafFirst published 2026-03-191 releasesCRAN page ↗GitHub ↗

Implements cointegration tests with structural breaks designed for small sample sizes, following the methodology of Trinh (2022) https://ideas.repec.org/p/ema/worpap/2022-01.html. Supports models with no breaks, breaks in constant only, and breaks in both constant and slope. Provides endogenous break date detection using ADF or SSR minimization criteria, with small-sample adjusted critical values via response surface methodology.

Install

Health

CRAN checks
13OK
Slowest check: 51 s · r-release-windows-x86_64
Code health
Yes
Tests · ratio 0.16
88.1%
Coverage · measured lines
100%
Documentation · exports
1
Dependencies · direct
Check history
  • OK2026-08-05
    13 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
  • NOTE2026-08-01
    12 OK · 1 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
  • OK2026-03-20
    5 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE

Documentation

Documentation
READMEYes · 305 wordsVignettesNopkgdown siteNoNEWSYes · 67% structuredCode of conductNoContributing guideNo
Examples that run
100%
Documented parameters
100%
Return-value docs
100%
References docs
100%

Downloads

1.9K
CRAN downloads in the past year
Rank #9,855 · ~5/day · ~158/mo
Daily download trend is not available in this view yet.
9830 days
1K90 days
1.9K1 year
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Also on44 r2u3 autocran

Repository

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

Stars over time

2026-07-07 · 02026-07-10 · 1

Repository practices

Upstream repositoryBeta

Checks run against github.com/muhammedalkhalaf/cointsmall on 2026-08-03.

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 (2)
Maintainer (1)
Author, Maintainer, Copyright holder
Authors (1)
Author, Maintainer, Copyright holder
Contributors (1)
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
  • 1.0.2Latest
    2026-03-19 · current release
  • R
    R 4.5.0 released · 2025-04-11

Package metadata

First published
2026-03-19
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

Cite

Cite this package

Start here. This is the citation for the package itself.

citation("cointsmall")

CRAN DOI

https://doi.org/10.32614/CRAN.package.cointsmall

BibTeX, derived from DESCRIPTION

@Manual{cointsmall,
  title  = {cointsmall: Cointegration Tests with Structural Breaks in Small Samples},
  author = {Alkhalaf, Muhammad and Trinh, Hoang Huy},
  year   = {2026},
  note   = {R package version 1.0.2},
  doi    = {10.32614/CRAN.package.cointsmall},
  url    = {https://CRAN.R-project.org/package=cointsmall}
}

Derived from the package DESCRIPTION, not from a citation file the authors wrote. If they publish one later, prefer it.

This is the citation for the package. It is not a citation for the R Observatory.

Cite this page

Use this when the claim is about a measurement on this page.

BibTeX

@misc{robservatorycointsmall,
  author    = {Balamuta, James Joseph},
  title     = {{R} {Observatory}: Metrics for {cointsmall} version 1.0.2},
  year      = {2026},
  publisher = {HJJB, LLC},
  url       = {https://r-observatory.thecoatlessprofessor.com/packages/cointsmall},
  note      = {Data set. Data release v2026-08-05}
}

APA

Balamuta, J. J. (2026). R Observatory: Metrics for cointsmall version 1.0.2 [Data set]. HJJB, LLC. Data release v2026-08-05. https://r-observatory.thecoatlessprofessor.com/packages/cointsmall

RIS

TY  - DATA
AU  - Balamuta, James Joseph
TI  - R Observatory: Metrics for cointsmall version 1.0.2
PY  - 2026
PB  - HJJB, LLC
N1  - Data release v2026-08-05
UR  - https://r-observatory.thecoatlessprofessor.com/packages/cointsmall
ER  - 

In prose

These package metrics were obtained from the R Observatory (Balamuta, 2026), data release v2026-08-05, https://r-observatory.thecoatlessprofessor.com/packages/cointsmall.

Bound to data release v2026-08-05, which is what makes the numbers on this page reproducible. See how to cite.

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