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BayesURTrend

0.1.0

Bayesian Unit Root Test for Model with Maintained Trend

0packages depend
62downloads / year
87.0%test coverage
11/11checks pass

Overview

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

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
11OK
Slowest check: 1.8 min · r-oldrel-macos-x86_64
Code health
Yes
Tests · ratio 0.13
87.0%
Coverage · measured lines
100%
Documentation · exports
2
Dependencies · direct
Check history
  • OK2026-08-06
    1 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
20%

Downloads

62
CRAN downloads in the past year
Rank #24,775 · ~0/day · ~5/mo
BayesURTrend
Daily download trend is not available in this view yet.

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
0.9 KB / 1 file
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("BayesURTrend")
Tyagi, S., Pandey, A., Singh, B., & Tripathi, V. (2026). BayesURTrend: Bayesian Unit Root Test for Model with Maintained Trend (Version 0.1.0) [Computer software]. https://doi.org/10.32614/CRAN.package.BayesURTrend

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 BayesURTrend 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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