fqardl

1.0.2

Fourier ARDL Methods: Quantile, Nonlinear, Multi-Threshold & Unit Root Tests

0packages depend

2.1Kdownloads / year

63.8%test coverage

12/13checks pass

Overview

About

Maintained by Muhammad AlkhalafFirst published 2026-03-181 releasesCRAN page ↗GitHub ↗

Comprehensive implementation of advanced ARDL methodologies for cointegration analysis with structural breaks and asymmetric effects. Includes: (1) Fourier Quantile ARDL (FQARDL) - quantile regression with Fourier approximation for analyzing relationships across the conditional distribution; (2) Fourier Nonlinear ARDL (FNARDL) - asymmetric cointegration with partial sum decomposition following Shin, Yu & Greenwood-Nimmo (2014) doi:10.1007/978-1-4899-8008-3_9; (3) Multi-Threshold NARDL (MTNARDL) - multiple regime asymmetry analysis; (4) Fourier Unit Root Tests - ADF and KPSS tests with Fourier terms following Enders & Lee (2012) doi:10.1016/j.econlet.2012.05.019 and Becker, Enders & Lee (2006) doi:10.1111/j.1467-9892.2006.00490.x. Features automatic lag and frequency selection, PSS bounds testing following Pesaran, Shin & Smith (2001) doi:10.1002/jae.616, bootstrap cointegration tests, Wald tests for asymmetry, dynamic multiplier computation, and publication-ready visualizations. Ported from Stata/Python by Dr. Merwan Roudane.

Install

R (CRAN)pak (dev)Ubuntu (r2u)Fedora (COPR)openSUSE (OBS)

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

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

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

Development version from muhammedalkhalaf/fqardl. Installs pak first if it is not already available.

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-fqardl

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

# enable the iucar/cran COPR if it is not already present, then install
ls /etc/yum.repos.d/*iucar*cran*.repo >/dev/null 2>&1 \
  || sudo dnf copr enable -y iucar/cran
sudo dnf install -y R-CRAN-fqardl

RPMs from the iucar/cran COPR, rebuilt from CRAN.

For install.packages() integration in R, also: sudo dnf install R-CoprManager

# add the autoCRAN OBS repo (Tumbleweed) if it is missing, then install
zypper -q lr | grep -qi autoCRAN \
  || sudo zypper addrepo https://download.opensuse.org/repositories/devel:/languages:/R:/autoCRAN/openSUSE_Tumbleweed/devel:languages:R:autoCRAN.repo
sudo zypper install -y R-fqardl

RPMs auto-built from CRAN on openSUSE OBS (Tumbleweed).

Health

CRAN checks

1NOTE12OK

Failing flavors

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

Slowest check: 2.2 min · r-devel-linux-x86_64-fedora-clang

Code health

Yes

Tests · ratio 0.11

63.8%

Coverage · measured lines

100%

Documentation · exports

Dependencies · direct

Check history

NOTE2026-08-01
12 OK · 1 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
OK2026-06-09
13 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
NOTE2026-06-08
12 OK · 1 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
OK2026-03-18
5 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE

Documentation

READMEYes · 418 wordsVignettesNopkgdown siteNoNEWSYes · 67% structuredCode of conductNoContributing guideNo

Examples that run: 40%
Documented parameters: 100%
Return-value docs: 100%
References docs: 9%

Downloads

2.1K

CRAN downloads in the past year

Rank #8,732 · ~6/day · ~175/mo

Releases R versions

Daily download trend is not available in this view yet.

24930 days

1.2K90 days

2.1K1 year

Compare downloads with other packages →

Also on27 r2u

Repository

GitHub ↗ muhammedalkhalaf/fqardl

1Stars

0Forks

0Open issues

0Open PRs

2Releases

3Commits

1Contributors

3 commits · Last activity 2026-04-04 · 0% stars, 30d

Stars over time

2026-03-18 · 12026-07-07 · 1

Repository practices

Upstream repositoryBeta

Checks run against github.com/muhammedalkhalaf/fqardl on 2026-07-30.

No development-tooling practices detected in the upstream repository.

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

Dependencies

Declared dependencies

9 external dependencies (excludes base and recommended)

Depends (1)

R >= 3.5.0

Imports (5)

quantreg ggplot2 tidyr gridExtrastats

LinkingTo (0)

none

Suggests (5)

testthat knitr rmarkdown plotly covr

Enhances (0)

none

Dependency license breakdown →

Reverse dependencies

0direct

0indirect

Nothing depends on this yet.

Code & Tests

Datasets

People & History

People (2)

Maintainer (1)

Muhammad Alkhalaf

Author, Maintainer, Copyright holder

Authors (1)

Muhammad Alkhalaf

Author, Maintainer, Copyright holder

Contributors (1)

Merwan Roudane

Contributor

Muhammad Alkhalaf

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
2026-03-18 · current release
R
R 4.5.0 released · 2025-04-11

Package metadata

First published: 2026-03-18
Total releases: 1 / 1 yrs
License: GPL-3 OSI
Minimum R: ≥ 3.5.0
Bundled data: 6.9 KB / 2 files
Download size: not tracked yet
Installed size: not tracked yet
With dependencies: not tracked yet

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