R Observatory: Metrics for boundedur version 1.0.3

Balamuta, James Joseph

doi:10.5281/zenodo.21843040

boundedur

1.0.3Package record

Unit Root Tests for Bounded Time Series

0packages depend

3.3Kdownloads / year

91.9%test coverage

13/13flavors OK

Overview

About

Maintained by Muhammad AlkhalafCRAN page ↗GitHub ↗Issues ↗

Implements unit root tests for bounded time series following Cavaliere and Xu (2014) doi:10.1016/j.jeconom.2013.08.026. Standard unit root tests (ADF, Phillips-Perron) have non-standard limiting distributions when the time series is bounded. This package provides modified ADF and M-type tests (MZ-alpha, MZ-t, MSB) with p-values computed via Monte Carlo simulation of bounded Brownian motion. Supports one-sided (lower bound only) and two-sided bounds, with automatic lag selection using the MAIC criterion of Ng and Perron (2001) doi:10.1111/1468-0262.00256.

Changes in 1.0.3

Bug fix: the bound parameters were computed with the sample mean in place of the initial observation X_0. Cavaliere and Xu (2014, eq. 4.10 and Remark 4.1) use X_0 and show that the mean makes the estimators inconsistent.
Bug fix: the ADF statistics were taken from a regression with a constant on the raw series, and ADF-alpha omitted the division by alpha(1). They now come from the regression of the de-meaned series without deterministic terms, with ADF-alpha = T * pi / alpha(1), as in equation (3.7).
Bug fix: MZ-alpha and MZ-t omitted the -X_0^2 / T term of the numerator, so they did not share the limiting distribution of ADF-alpha and ADF-t.
Bug fix: the MSB p-value was taken in the wrong tail; MSB rejects for small values.
Bug fix: the Monte Carlo null distribution now follows Algorithm 1 (a random walk regulated at the estimated bounds, de-meaned before the functionals are formed); the previous version used mirror reflection and did not de-mean.
Bug fix: the MAIC lag selection omitted the tau_T(k) term of Ng and Perron (2001) and used varying samples; it now uses the full MAIC on a common sample.
All five statistics and both bound parameters agree to four decimals with the Stata command boundedur (SSC) on the same data.

From NEWS.md in the release

Install

R (CRAN)pak (dev)Ubuntu (r2u)Fedora (COPR)openSUSE (OBS)

install.packages("boundedur", repos = "https://cloud.r-project.org/")

Installs the current CRAN release. Prebuilt binaries on Windows and macOS.

if (!requireNamespace("pak", quietly = TRUE))
  install.packages("pak", repos = "https://cloud.r-project.org/")
pak::pak("muhammedalkhalaf/boundedur")

Development version from muhammedalkhalaf/boundedur. Installs pak first if it is not already available.

Release

# enable cranapt (r2u) if it is not already set up, then install
grep -rqs r2u.stat.illinois.edu /etc/apt/sources.list /etc/apt/sources.list.d/ \
  || curl -fsSL https://raw.githubusercontent.com/eddelbuettel/r2u/master/inst/scripts/add_cranapt_noble.sh | sudo bash
sudo apt install -y r-cran-boundedur

Fast Ubuntu binaries via r2u (no compilation). The cranapt setup runs once and is skipped when it is already enabled. We list this channel from recorded r2u download activity rather than from a live index of the repository, so treat it as last known rather than guaranteed.

bspm (used by r2u) also needs make: sudo apt install make

# enable the iucar/cran COPR if it is not already present, then install
ls /etc/yum.repos.d/*iucar*cran*.repo >/dev/null 2>&1 \
  || sudo dnf copr enable -y iucar/cran
sudo dnf install -y R-CRAN-boundedur

RPMs from the iucar/cran COPR, rebuilt from CRAN.

For install.packages() integration in R, also: sudo dnf install R-CoprManager

# add the autoCRAN OBS repo (Tumbleweed) if it is missing, then install
zypper -q lr | grep -qi autoCRAN \
  || sudo zypper addrepo https://download.opensuse.org/repositories/devel:/languages:/R:/autoCRAN/openSUSE_Tumbleweed/devel:languages:R:autoCRAN.repo
sudo zypper install -y R-boundedur

RPMs auto-built from CRAN on openSUSE OBS (Tumbleweed). We list this channel from recorded autoCRAN download activity rather than from a live index of the repository, so treat it as last known rather than guaranteed.

Health

CRAN checks

13OK

CRAN check page ↗

Slowest check: 55 s · r-release-macos-x86_64

Status changes

OK13 OK2026-08-05
NOTE12 OK, 1 NOTE2026-08-01
OK5 OK2026-03-17

Advisories

none known

How this is measured·How advisories are found

Documentation

In release 1.0.3

READMEYes · 291 wordsVignettesNoNEWSYes · 100% structured · mentions 1.0.3Citation fileYes · software entry onlyWebsitenot declared in DESCRIPTION

Help pages: 4 (1 internal)includes a package overview page
Examples that run: 100%3 run in a plain check
Exported functions with examples: 100%
Documented parameters: 100%
Return-value docs: 100%
Help pages citing references: 100%

How these are measured

Downloads

3.3K

CRAN downloads in the past year

Rank #9,250 · ~9/day · ~272/mo

Releases R versions

Daily download trend is not available in this view yet.

39630 days

1.1K90 days

3.3K1 year

Compare downloads with other packages →

Also on79 r2u35 autocran

How downloads are counted

Repository

muhammedalkhalaf/boundedur ↗Account: muhammedalkhalaf

1Stars

1Forks

0Open issues

1Open PRs

2Releases

11Commits

2Commit identities

11 commits · Last activity 2026-09-28 · 0% stars, 30d

Responsiveness

not measured

Stars over time

2026-05-20 · 12026-07-07 · 1

How these are measured

PracticesBeta

2 development-tooling and community-health practices detected across 2 families in the upstream repository

Checks run against github.com/muhammedalkhalaf/boundedur on 2026-10-21.

Governance and community (1)

The repository owner accepts GitHub Sponsors

CRAN release process (1)

cran-comments.md

How this is detected·Detection ruleset v4 (2026-10-20)

AI coding toolsBeta

This repository shows signs of AI coding tools.

Claude Codefirst seen 2026-09-27
Commits: at least 3 crediting it in the message

Models named in its commits

Claude Opus 5.52 commits · Sep 2026
Claude Fable 5.11 commit · Sep 2026

Counts are commits, not lines of code. Commits by a tool's accounts count once across all of its accounts. Commits crediting it are the largest count among its credit lines, a minimum.How this is detected·Detection ruleset v4 (updated 2026-09-27)

Dependencies

Declared dependencies

1 external dependency (excludes base and recommended)

Installing boundedur adds no packages beyond those that come with R.

Depends (1)

R >= 3.5.0

Imports (1)

stats

LinkingTo (0)

none

Suggests (1)

testthat

Enhances (0)

none

Dependency license breakdown →

Reverse dependencies

0direct

0indirect

Nothing depends on this yet.

How these are counted

Code & Tests

People & History

People (3)

Muhammad Alkhalaf

Giuseppe Cavaliere

Contributor

Original methodology

Fang Xu

Contributor

Original methodology

Releases (2)

Pick two releases to compare their code metrics.

1.0.3Latest
record
2026-09-28 · current release · diff ↗
R
R 4.6.0 released · 2026-04-24
1.0.1
record
2026-03-16
R
R 4.5.0 released · 2025-04-11

Package metadata

First published: 2026-03-16
Total releases: 2 / 1 yrs
License: GPL-3 OSI
Minimum R: ≥ 3.5.0
Download size: 14 KB

Appears in task views

Time Series Analysis

Cite

Cite this package

Run in R for the authors' entry:

citation("boundedur")

The package provides a citation file, so citation() returns the authors' own entry.

It points to 10.32614/cran.package.boundedur.

Cite the R Observatory

For a number measured here: a download total, a coverage figure, an archival date.

Format

APA

Balamuta, J. J. (2026). R Observatory: Metrics for boundedur version 1.0.3 [Data set]. HJJB, LLC. Data release v2026-10-24. https://doi.org/10.5281/zenodo.21843040

From data release v2026-10-24, which the citation names so these numbers can be found later. More on citing and the projects behind them.

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