bbdetection
Identification of Bull and Bear States of the Market
Description
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.
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CRAN Check Status
Show all 13 flavors
| Flavor | Status |
|---|---|
| r-devel-linux-x86_64-debian-clang | NOTE |
| r-devel-linux-x86_64-debian-gcc | NOTE |
| r-devel-linux-x86_64-fedora-clang | OK |
| r-devel-linux-x86_64-fedora-gcc | OK |
| r-devel-windows-x86_64 | OK |
| r-oldrel-macos-arm64 | OK |
| r-oldrel-macos-x86_64 | OK |
| r-oldrel-windows-x86_64 | OK |
| r-patched-linux-x86_64 | OK |
| r-release-linux-x86_64 | OK |
| r-release-macos-arm64 | OK |
| r-release-macos-x86_64 | OK |
| r-release-windows-x86_64 | OK |
Check details (2 non-OK)
CRAN incoming feasibility
Maintainer: ‘Valeriy Zakamulin <valeriz@uia.no>’
No Authors@R field in DESCRIPTION.
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Authors@R: person(given = "Valeriy",
family = "Zakamulin",
role = c("aut", "cre"),
email = "valeriz@uia.no")
as necessary.
CRAN incoming feasibility
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.
Check History
NOTE 12 OK · 2 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Apr 22, 2026
CRAN incoming feasibility
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 incoming feasibility
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.
ERROR 11 OK · 2 NOTE · 0 WARNING · 1 ERROR · 0 FAILURE Apr 18, 2026
CRAN incoming feasibility
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 incoming feasibility
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.
whether package can be installed
Installation failed. See 'd:/Rcompile/CRANpkg/local/4.6/bbdetection.Rcheck/00install.out' for details.
NOTE 12 OK · 2 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 10, 2026
CRAN incoming feasibility
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 incoming feasibility
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.
Dependency Network
Version History
1 trackedR Observatory began tracking this package on Mar 10, 2026; it first appeared on CRAN Apr 1, 2021. Releases before tracking aren’t shown.