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BayesURTrend

0.1.0Package record

Bayesian Unit Root Test for Model with Maintained Trend

0packages depend
513downloads / year
87.0%test coverage
13/13flavors OK

Overview

About

Performs Bayesian unit root testing for time series models with maintained polynomial trend components as proposed by Chaturvedi and Kumar (2005) doi:10.1016/j.spl.2005.04.044. The package 'BayesURTrend' computes posterior odds ratios, Bayes factors, and posterior probabilities for unit root hypotheses against stationary alternatives in autoregressive models augmented with polynomial trends. Methodological foundations for Bayesian unit root testing under structural breaks and maintained trends are drawn 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, and Ouliaris et al. (1988) doi:10.1007/978-94-009-2953-1_10.

Install

Health

CRAN checks
13OK
Slowest check: 1.8 min · r-oldrel-macos-x86_64
Status changes
  • OK13 OKNow
  • OK1 OK2026-08-06
Advisories

none known

Documentation

In release 0.1.0
READMENoVignettesYes · 1 · dynamicNEWSNoCitation fileYes · cites a publicationWebsitenot declared in DESCRIPTION
Help pages
5
Examples that run
100%2 run in a plain check
Exported functions with examples
100%
Documented parameters
100%
Return-value docs
100%
Help pages citing references
20%

Downloads

513
CRAN downloads in the past year
Rank #23,886 · ~1/day · ~43/mo
Daily download trend is not available in this view yet.
20830 days
51390 days
5131 year
Compare downloads with other packages →
Also on20 r2u18 autocran

Dependencies

Declared dependencies
3 external dependencies (excludes base and recommended)

Installing BayesURTrend 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
    first seen 2026-08-06 · current release
  • R
    R 4.6.0 released · 2026-04-24

Package metadata

First seen
2026-08-06
Total releases
1 / 1 yrs
License
GPL (>= 3) OSI
Minimum R
≥ 3.5.0
Bundled data
0.9 KB / 1 file
Download size
28 KB

Cite

Cite this package

Run in R for the authors' entry:

citation("BayesURTrend")

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 BayesURTrend version 0.1.0 [Data set]. HJJB, LLC. Data release v2026-10-18. https://doi.org/10.5281/zenodo.21843040

From data release v2026-10-18, which the citation names so these numbers can be found later. More on citing and the projects behind them.

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