BayesSplineUR
0.1.0Bayesian Unit Root Test for AR(1) Model with Trend Approximated by Linear Spline Function
Overview
Performs Bayesian unit root testing for autoregressive time series models with non-linear trend components approximated by linear spline functions, as proposed by Kumar et al. (2020) doi:10.19139/soic-2310-5070-786. The package 'BayesSplineUR' computes posterior odds ratios, Bayes factors, and posterior probabilities for the unit root hypothesis against trend-stationary alternatives in models with linear spline trends or maintained polynomial trends as developed by Chaturvedi and Kumar (2005) doi:10.1016/j.spl.2005.04.044. Includes automatic knot selection using information criteria (AIC/BIC) and theoretical foundations for Bayesian unit root testing under structural breaks and maintained trends drawing from Schotman and van Dijk (1991) doi:10.1016/0304-4076(91)90038-F, Phillips and Perron (1988) doi:10.1093/biomet/75.2.335, Ouliaris et al. (1988) doi:10.1007/978-94-009-2953-1_10, and Perron (1989) doi:10.2307/1913683.
Install
Health
- OK2026-08-077 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
Documentation
- Examples that run
- 100%
- Documented parameters
- 100%
- Return-value docs
- 100%
- References docs
- 44%
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Code & Tests
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People & History
1 release. R releases are shown for context.
- 0.1.0Latest2026-08-06 · current release
- RR 4.6.0 released · 2026-04-24
Package metadata
- First published
- 2026-08-06
- Total releases
- 1 / 1 yrs
- License
- GPL (>= 3) OSI
- Minimum R
- ≥ 3.5.0
- Bundled data
- 4.6 KB / 2 files
- Download size
- not tracked yet
- Installed size
- not tracked yet
- With dependencies
- not tracked yet
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