caustests

1.1.1

Multiple Granger Causality Tests for Time Series and Panel Data

0packages depend

2.1Kdownloads / year

–test coverage

13/13checks pass

Overview

About

Maintained by Muhammad AlkhalafFirst published 2026-03-132 releasesCRAN page ↗GitHub ↗

Comprehensive suite of Granger causality tests for time series and panel data. For time series: Toda-Yamamoto (1995) doi:10.1016/0304-4076(94)01616-8, Fourier-based tests with single frequency (Enders and Jones, 2016) doi:10.1515/snde-2014-0101 and cumulative frequencies (Nazlioglu et al., 2019) doi:10.1080/1540496X.2018.1434072, quantile causality tests (Cai et al., 2023) doi:10.1016/j.frl.2023.104327, and Bootstrap Fourier Granger Causality in Quantiles (Cheng et al., 2021) doi:10.1007/s12076-020-00263-0. For panel data: Panel Fourier Toda-Yamamoto (Yilanci and Gorus, 2020) doi:10.1007/s11356-020-10092-9 and Panel Quantile Causality tests (Wang and Nguyen, 2022) doi:10.1080/1331677X.2021.1952089, as well as Group-Mean and Pooled Fully Modified OLS estimators for panel cointegrating polynomial regressions (Wagner and Reichold, 2023) doi:10.1080/07474938.2023.2178141. All tests include bootstrap inference for robust p-values.

Install

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

install.packages("caustests", 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/caustests")

Development version from muhammedalkhalaf/caustests. 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-caustests

Fast Ubuntu binaries via r2u (no compilation). The cranapt setup runs once and is skipped when it is already enabled.

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-caustests

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-caustests

RPMs auto-built from CRAN on openSUSE OBS (Tumbleweed).

Health

CRAN checks

13OK

Slowest check: 1.2 min · r-oldrel-windows-x86_64

Code health

Yes

Tests · ratio 0.08

not tracked

Coverage

100%

Documentation · exports

None

Vignettes

Yes

README

Dependencies · direct

Check history

OK2026-03-14
7 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE

Downloads

2.1K

CRAN downloads in the past year

Rank #7,893 · ~6/day · ~175/mo

Releases R versions

Daily download trend is not available in this view yet.

44130 days

1.5K90 days

2.1K1 year

Compare downloads with other packages →

Also on41 r2u7 autocran

Repository

GitHub ↗ muhammedalkhalaf/caustests

1Stars

0Forks

0Open issues

0Open PRs

2Releases

Stars over time

2026-04-12 · 12026-07-07 · 1

Dependencies

Declared dependencies

2 external dependencies (excludes base and recommended)

Depends (1)

R >= 3.5.0

Imports (2)

statsquantreg

LinkingTo (0)

none

Suggests (1)

testthat

Enhances (0)

none

Dependency license breakdown →

Reverse dependencies

0direct

0indirect

Nothing depends on this yet.

Code & Tests

Code Composition

R 2,651 (79%)Rd 718 (21%)

Code characteristics

Object systems

S37

Cyclomatic complexity: 5.0 median / 27 max
Test cases: 18 / 0.08 per code line
Documented parameters: 100%

Test coverage

Line coverage

–

Expression

–

Tests / Examples

–

Functions

44 5 exported

Complexity

6.8 avg / 27 max

Call network

44 nodes / 40 edges

Test coverage has not been measured for this package yet; nodes fall back to a neutral fill.

Call graph

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Lowest coverage

Per-function coverage is not measured for this package yet.

People & History

People (1)

Maintainer (1)

Muhammad Alkhalaf

Author, Maintainer, Copyright holder

Authors (1)

Muhammad Alkhalaf

Author, Maintainer, Copyright holder

Muhammad Alkhalaf

Author, Maintainer, Copyright holder

Release timeline

2 releases. Pick two to compare their code metrics. R releases are shown for context.

R
R 4.6.0 released · 2026-04-24
1.1.1Latest
2026-04-05 · current release · diff ↗
1.0.2
2026-03-13
R
R 4.5.0 released · 2025-04-11

Package metadata

First published: 2026-03-13
Total releases: 2 / 1 yrs
License: GPL-3 OSI
Minimum R: ≥ 3.5.0
Bundled data: 4.6 KB / 1 file
Download size: not tracked yet
Installed size: not tracked yet
With dependencies: not tracked yet