sTSD
0.2.0Simulate Time Series Diagnostics
Overview
These are tools that allow users to do time series diagnostics, primarily tests of unit root, by way of simulation. While there is nothing necessarily wrong with the received wisdom of critical values generated decades ago, simulation provides its own perks. Not only is simulation broadly informative as to what these various test statistics do and what are their plausible values, simulation provides more flexibility for assessing unit root by way of different thresholds or different hypothesized distributions.
Install
Health
- OK2026-03-1014 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
Documentation
- Examples that run
- 100%
- Documented parameters
- 100%
- Return-value docs
- 100%
- References docs
- 31%
Downloads
Dependencies
Nothing depends on this yet.
Code & Tests
- Cyclomatic complexity
- 9.0 median / 11 max
Test coverage
Line coverage
–
Expression
–
Tests / Examples
–
Functions
7 7 exported
Complexity
7.9 avg / 11 max
Call network
7 nodes / 4 edges
Call graph
Open call graph →Lowest coverage
Per-function coverage is not measured for this package yet.
Datasets
| Name | Class | Rows × Cols | Also ships in |
|---|---|---|---|
| USDICE | tbl_df/tbl/data.frame | 299 × 5 | – |
| USDSEK | tbl_df/tbl/data.frame | 3,905 × 2 | – |
| exCopdab | spec_tbl_df/tbl_df/tbl/data.frame | 372 × 12 | – |
| money_demand | tbl_df/tbl/data.frame | 259 × 7 | – |
| tbills | tbl_df/tbl/data.frame | 17,741 × 4 | – |
People & History
2 releases. Pick two to compare their code metrics. R releases are shown for context.
- RR 4.6.0 released · 2026-04-24
- RR 4.5.0 released · 2025-04-11
- 0.2.0Latest
- 0.1.02024-12-20
- RR 4.4.0 released · 2024-04-24
Package metadata
- First published
- 2024-12-20
- Total releases
- 2 / 2 yrs
- License
- GPL (>= 2) OSI
- Minimum R
- ≥ 3.6.0
- Bundled data
- 159 KB / 6 files
- Download size
- 168 KB
- Installed size
- not tracked yet
- With dependencies
- not tracked yet