R Observatory: Metrics for caustests version 1.1.4

Balamuta, James Joseph

doi:10.5281/zenodo.21843040

caustests

1.1.4Package record

Multiple Granger Causality Tests for Time Series and Panel Data

0packages depend

3.2Kdownloads / year

59.9%test coverage

13/13flavors OK

Overview

About

Maintained by Muhammad AlkhalafCRAN page ↗GitHub ↗Issues ↗

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.2021.1948436, 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.

Changes in 1.1.4

xtpcmg(): the one-sided long-run covariance used in the fully modified bias correction was transposed (it estimated the sum of E(u_t v_{t+j}) instead of E(v_t u_{t+j})), and the quadratic spectral and Daniell kernels did not use the one-sided weights of the authors' code; group-mean and pooled FM-OLS estimates were therefore biased. The long-run covariance now follows the authors' lr_varmod.m.
xtpcmg(), pooled model: the covariance matrix is now the asymptotic covariance of de Jong and Wagner (2022) for one-way and two-way effects (as in the authors' PanelEKC code), with a heteroskedasticity-robust sandwich for the controls; the previous version used sigma^2 (X'X)^-1 from the FM residuals, and a unit matrix when X'X was singular.
xtpcmg(), cross-section robust covariance (corr_rob = TRUE): uses the conditional long-run covariance between units instead of the covariance of u alone.
All xtpcmg() estimates and standard errors now reproduce the Stata module xtpcmg 1.0.2; tests added.

From NEWS.md in the release

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. 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-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). 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: 1.2 min · r-release-windows-x86_64

Status changes

OK13 OK2026-08-05
NOTE12 OK, 1 NOTE2026-08-01
OK7 OK2026-03-14

Advisories

none known

How this is measured·How advisories are found

Documentation

In release 1.1.4

READMEYes · 255 wordsVignettesNoNEWSYes · 100% structured · mentions 1.1.4Citation fileYes · software entry onlyWebsitenot declared in DESCRIPTION

Help pages: 12 (1 internal)includes a package overview page
Examples that run: 86%6 run in a plain check · 1 only when donttest examples are enabled (R CMD check --as-cran)
Exported functions with examples: 100%
Documented parameters: 100%
Return-value docs: 100%
Help pages citing references: 33%

How these are measured

Downloads

3.2K

CRAN downloads in the past year

Rank #11,454 · ~9/day · ~263/mo

Releases R versions

Daily download trend is not available in this view yet.

31030 days

94390 days

3.2K1 year

Compare downloads with other packages →

Also on62 r2u9 autocran

How downloads are counted

Repository

muhammedalkhalaf/caustests ↗Account: muhammedalkhalaf

1Stars

0Forks

0Open issues

0Open PRs

2Releases

15Commits

2Commit identities

15 commits · Last activity 2026-10-03 · 0% stars, 30d · Default branch at 1.1.5, ahead of CRAN 1.1.4 (checked 2026-10-21)

Responsiveness

not measured

Stars over time

2026-04-12 · 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/caustests 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 6 crediting it in the message

Models named in its commits

Claude Fable 5.13 commits · Sep to Oct 2026
Claude Opus 5.53 commits · 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

2 external dependencies (excludes base and recommended)

Installing caustests adds 3 packages (2 with compiled code, 1.4 MB of source tarballs). Heaviest: quantreg 903 KB, SparseM 540 KB, MatrixModels 24 KB.

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.

How these are counted

Code & Tests

Datasets

People & History

People (1)

Muhammad Alkhalaf

Listed in earlier versions (1)

Merwan Roudane

no longer listed · 1.0.2

Releases (3)

Pick two releases to compare their code metrics.

1.1.4Latest
record
2026-09-30 · current release · diff ↗
R
R 4.6.0 released · 2026-04-24
1.1.1
record
2026-04-05 · diff ↗ ·
added 4 exports
grunfeld_cmg, grunfeld_panel, xtpcaus, xtpcmg
1.0.2
record
2026-03-12
R
R 4.5.0 released · 2025-04-11

Package metadata

First published: 2026-03-12
Total releases: 3 / 1 yrs
License: GPL-3 OSI
Minimum R: ≥ 3.5.0
Bundled data: 4.6 KB / 1 file
Download size: 40 KB

Cite

Cite this package

Run in R for the authors' entry:

citation("caustests")

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

It points to 10.32614/cran.package.caustests.

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 caustests version 1.1.4 [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.

Report a problem with this page →