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BayesSplineUR

0.1.0Package record

Bayesian Unit Root Test for AR(1) Model with Trend Approximated by Linear Spline Function

0packages depend
549downloads / year
88.0%test coverage
13/13flavors OK

Overview

About

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

CRAN checks
13OK
Slowest check: 1.9 min · r-oldrel-macos-x86_64
Status changes
  • OK13 OKNow
  • OK7 OK2026-08-07
Advisories

none known

Documentation

In release 0.1.0
READMENoVignettesYes · 1 · dynamicNEWSNoCitation fileYes · cites a publicationWebsitenot declared in DESCRIPTION
Help pages
9 (1 internal)
Examples that run
100%5 run in a plain check
Exported functions with examples
75%
Documented parameters
100%
Return-value docs
100%
Help pages citing references
44%

Downloads

549
CRAN downloads in the past year
Rank #23,456 · ~2/day · ~46/mo
Daily download trend is not available in this view yet.
21230 days
54990 days
5491 year
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Also on19 r2u15 autocran

Dependencies

Declared dependencies
3 external dependencies (excludes base and recommended)

Installing BayesSplineUR adds no packages beyond those that come with R.

Depends (1)
R >= 3.5.0
Imports (2)
statsgraphics
LinkingTo (0)
none
Enhances (0)
none
Reverse dependencies
0direct
0indirect

Nothing depends on this yet.

Datasets

People & History

People (4)
Author, Maintainer since 0.1.0 (2026)
Releases (1)
  • 0.1.0Latest
    2026-08-06 · current release
  • R
    R 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
36 KB

Cite

Cite this package

Run in R for the authors' entry:

citation("BayesSplineUR")

The package provides a citation file, so citation() returns the authors' own entry.

It points to 10.1016/j.spl.2005.04.044.

Cite the R Observatory

For a number measured here: a download total, a coverage figure, an archival date.

APA

Balamuta, J. J. (2026). R Observatory: Metrics for BayesSplineUR version 0.1.0 [Data set]. HJJB, LLC. Data release v2026-10-22. https://doi.org/10.5281/zenodo.21843040

From data release v2026-10-22, which the citation names so these numbers can be found later. More on citing and the projects behind them.

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