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BayesSplineUR

0.1.0

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

0packages depend
56downloads / year
88.0%test coverage
10/10checks pass

Overview

About
Maintained by Shikhar TyagiFirst published 2026-08-061 releasesCRAN page ↗

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
10OK
Slowest check: 1.9 min · r-oldrel-macos-x86_64
Code health
Yes
Tests · ratio 0.08
88.0%
Coverage · measured lines
100%
Documentation · exports
2
Dependencies · direct
Check history
  • OK2026-08-07
    7 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE

Documentation

Documentation
READMENoVignettesYes · dynamicpkgdown siteNoNEWSNoCode of conductNoContributing guideNo
Examples that run
100%
Documented parameters
100%
Return-value docs
100%
References docs
44%

Downloads

56
CRAN downloads in the past year
Rank #24,796 · ~0/day · ~5/mo
Daily download trend is not available in this view yet.
Also on2 autocran

Dependencies

Declared dependencies
3 external dependencies (excludes base and recommended)
Depends (1)
R >= 3.5.0
Imports (2)
statsgraphics
LinkingTo (0)
none
Enhances (0)
none
Reverse dependencies
0direct
0indirect

Nothing depends on this yet.

Code & Tests

Datasets

People & History

People (4)
Maintainer (1)
Author, Maintainer
Authors (4)
Author, Maintainer
Package Timeline

1 release. R releases are shown for context.

  • 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
not tracked yet
Installed size
not tracked yet
With dependencies
not tracked yet

Cite

Cite this package

Run in R for the authors' preferred citation:

citation("BayesSplineUR")
Tyagi, S., Pandey, A., Singh, B., & Tripathi, V. (2026). BayesSplineUR: Bayesian Unit Root Test for AR(1) Model with Trend Approximated by Linear Spline Function (Version 0.1.0) [Computer software]. https://doi.org/10.32614/CRAN.package.BayesSplineUR

This is what citation() produces when a package has no citation file of its own. If it prints something else, use that.

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 v2026-08-11. https://doi.org/10.5281/zenodo.21843040

From data release v2026-08-11, which the citation names so these numbers can be found later. More on citing and the projects behind them.

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