cointmonitoR

0.1.0

Consistent Monitoring of Stationarity and Cointegrating Relationships

0packages depend

2.4Kdownloads / year

–test coverage

11/13checks pass

Overview

About

Maintained by Philipp AscherslebenFirst published 2016-06-141 releasesCRAN page ↗GitHub ↗

We propose a consistent monitoring procedure to detect a structural change from a cointegrating relationship to a spurious relationship. The procedure is based on residuals from modified least squares estimation, using either Fully Modified, Dynamic or Integrated Modified OLS. It is inspired by Chu et al. (1996) DOI:10.2307/2171955 in that it is based on parameter estimation on a pre-break "calibration" period only, rather than being based on sequential estimation over the full sample. See the discussion paper DOI:10.2139/ssrn.2624657 for further information. This package provides the monitoring procedures for both the cointegration and the stationarity case (while the latter is just a special case of the former one) as well as printing and plotting methods for a clear presentation of the results.

Install

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

install.packages("cointmonitoR", 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("aschersleben/cointmonitoR")

Development version from aschersleben/cointmonitoR. 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-cointmonitor

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-cointmonitoR

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-cointmonitoR

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

Health

CRAN checks

2NOTE11OK

Failing flavors

NOTE r-devel-linux-x86_64-debian-clang
NOTE r-devel-linux-x86_64-debian-gcc

Slowest check: 1.1 min · r-oldrel-windows-x86_64

Code health

None

Tests · ratio 0.00

not tracked

Coverage

100%

Documentation · exports

Dependencies · direct

Check history

NOTE2026-03-10
12 OK · 2 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE

Documentation

READMEYes · 229 wordsVignettesYes · dynamicpkgdown siteNoNEWSNoCode of conductNoContributing guideNo

Examples that run: 100%
Documented parameters: 90%
Return-value docs: 100%
References docs: 40%

Downloads

2.4K

CRAN downloads in the past year

Rank #17,920 · ~7/day · ~199/mo

Releases R versions

Daily download trend is not available in this view yet.

20030 days

65690 days

2.4K1 year

Compare downloads with other packages →

Also on134 r2u37 autocran

Repository

GitHub ↗ aschersleben/cointmonitor

3Stars

1Forks

0Open issues

0Open PRs

1Releases

11Commits

1Contributors

11 commits · Last activity 2016-06-15

Stars over time

2024-08-15 · 32026-07-07 · 3

Repository practices

Upstream repositoryBeta

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

Checks run against github.com/aschersleben/cointmonitor on 2026-07-19.

Continuous integration (1)

Travis CI

CRAN release process (1)

cran-comments.md

How this is detected·Detection ruleset v1 (2026-07-18)

Dependencies

Declared dependencies

4 external dependencies (excludes base and recommended)

Depends (1)

cointReg

Imports (3)

statsgraphicsmatrixStats

LinkingTo (0)

none

Suggests (2)

knitr rmarkdown

Enhances (0)

none

Dependency license breakdown →

Reverse dependencies

0direct

0indirect

Nothing depends on this yet.

Code & Tests

Code Composition

R 912 (58%)Rd 521 (33%)Vignettes 150 (9%)

Code characteristics

Object systems

S32

Cyclomatic complexity: 19.0 median / 25 max

Test coverage

Line coverage

–

Expression

–

Tests / Examples

–

Functions

5 2 exported

Complexity

14.4 avg / 25 max

Call network

5 nodes / 0 edges

Call graph

Open call graph →

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Lowest coverage

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

People & History

People (3)

Maintainer (1)

Philipp Aschersleben

Author, Maintainer

Authors (3)

Philipp Aschersleben

Author, Maintainer

Martin Wagner

Author

Dominik Wied

Author

Package Timeline

1 release. R releases are shown for context.

R
R 4.6.0 released · 2026-04-24
0.1.0Latest
2026-03-10 · current release
R
R 4.5.0 released · 2025-04-11

Package metadata

First published: 2016-06-14
Total releases: 1 / 10 yrs
License: GPL-3 OSI
Download size: 171 KB
Installed size: not tracked yet
With dependencies: not tracked yet

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