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bbdetection

1.0Package record

Identification of Bull and Bear States of the Market

0packages depend
3.4Kdownloads / year
–test coverage
11/13flavors OK

Overview

About

Implements two algorithms of detecting Bull and Bear markets in stock prices: the algorithm of Pagan and Sossounov (2002, doi:10.1002/jae.664) and the algorithm of Lunde and Timmermann (2004, doi:10.1198/073500104000000136). The package also contains functions for printing out the dating of the Bull and Bear states of the market, the descriptive statistics of the states, and functions for plotting the results. For the sake of convenience, the package includes the monthly and daily data on the prices (not adjusted for dividends) of the S&P 500 stock market index.

Install

Health

CRAN checks
2NOTE11OK
Check messages
NOTECRAN incoming feasibilityr-devel-linux-x86_64-debian-clang, r-devel-linux-x86_64-debian-gcc
Maintainer: ‘Valeriy Zakamulin <valeriz@uia.no>’

No Authors@R field in DESCRIPTION.
Please add one, modifying
  Authors@R: person(given = "Valeriy",
                    family = "Zakamulin",
                    role = c("aut", "cre"),
                    email = "valeriz@uia.no")
as necessary.

CRAN check page ↗

Slowest check: 2.9 min · r-devel-windows-x86_64
Status changes
  • NOTE11 OK, 2 NOTENow
  • NOTE12 OK, 2 NOTE2026-04-22
  • ERROR11 OK, 2 NOTE, 1 ERROR2026-04-18
  • NOTE12 OK, 2 NOTE2026-03-10
Advisories

none known

Documentation

In release 1.0
READMENoVignettesNoNEWSNoCitation fileNoWebsitenot declared in DESCRIPTION
Help pages
11
Examples that run
100%3 run in a plain check
Exported functions with examples
43%
Documented parameters
100%
Return-value docs
100%
Help pages citing references
36%

Downloads

3.4K
CRAN downloads in the past year
Rank #13,572 · ~9/day · ~284/mo
Daily download trend is not available in this view yet.
29630 days
86190 days
3.4K1 year
Compare downloads with other packages →
Also on378 r2u52 autocran

Dependencies

Declared dependencies
5 external dependencies (excludes base and recommended)

Installing bbdetection adds 20 packages (9 with compiled code, 17 MB of source tarballs). Heaviest: ggplot2 6.0 MB, Rcpp 1.8 MB, isoband 1.5 MB.

Depends (1)
R >= 4.0
LinkingTo (1)
Suggests (0)
none
Enhances (0)
none
Reverse dependencies
0direct
0indirect

Nothing depends on this yet.

Datasets

People & History

People (from the free-text Author field) (1)

Maintainer since 1.0 (2021)

Releases (1)
  • R
    R 4.6.0 released · 2026-04-24
  • R
    R 4.5.0 released · 2025-04-11
  • R
    R 4.4.0 released · 2024-04-24
  • R
    R 4.3.0 released · 2023-04-21
  • R
    R 4.2.0 released · 2022-04-22
  • R
    R 4.1.0 released · 2021-05-18
  • 1.0Latest
    2021-04-01 · current release
  • R
    R 4.0.0 released · 2020-04-24

Package metadata

First published
2021-04-01
Total releases
1 / 5 yrs
License
GPL-3 OSI
Minimum R
≥ 4.0
Bundled data
71 KB / 1 file
Download size
380 KB

Cite

Cite this package

Run in R for the authors' preferred citation:

citation("bbdetection")

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 bbdetection version 1.0 [Data set]. HJJB, LLC. Data release v2026-10-25. https://doi.org/10.5281/zenodo.21843040

From data release v2026-10-25, which the citation names so these numbers can be found later. More on citing and the projects behind them.

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