R Observatory: Metrics for cointsmall version 1.0.4

Balamuta, James Joseph

doi:10.5281/zenodo.21843040

cointsmall

1.0.4Package record

Cointegration Tests with Structural Breaks in Small Samples

0packages depend

2.6Kdownloads / year

91.6%test coverage

13/13flavors OK

Overview

About

Maintained by Muhammad AlkhalafCRAN page ↗GitHub ↗Issues ↗

Implements cointegration tests with structural breaks designed for small sample sizes, following the methodology of Trinh (2022) https://ideas.repec.org/p/ema/worpap/2022-01.html. Supports models with no breaks, breaks in constant only, and breaks in both constant and slope. Provides endogenous break date detection using ADF or SSR minimization criteria, with the size-corrected 5% critical values of the response surfaces in Trinh (2022), for up to three regressors.

Changes in 1.0.4

Bug fix: the critical values did not come from Trinh (2022). The model "o" table was shifted by one regressor (the m = 1 row held the Dickey-Fuller values of a single series), and the tables for one and two breaks were not the published response surfaces. The 5% critical values are now computed from the response surfaces in Table 13 of Trinh (2022), for m = 1, 2, 3 regressors; they reproduce Table 1 of the paper.
Bug fix: the p-value was extrapolated from these tables and could exceed 1 (16.29 in one test case). Trinh (2022) publishes the 5% quantile only, so pvalue, cv01 and cv10 are now NA, level must be 5, and cointsmall_cv() stops for other levels or more than three regressors.
The author of the methodology is Jerome Trinh; the reference is corrected, and the contributor entry in Authors@R, which named another person and did not correspond to any contributed code, is removed.
The ADF* statistic and break dates are unchanged; they agree with the Stata command cointsmall (SSC) on the same data.

From NEWS.md in the release

Install

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

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

Development version from muhammedalkhalaf/cointsmall. 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-cointsmall

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-cointsmall

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-cointsmall

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: 54 s · r-oldrel-windows-x86_64

Status changes

OK13 OK2026-08-05
NOTE12 OK, 1 NOTE2026-08-01
OK5 OK2026-03-20

Advisories

none known

How this is measured·How advisories are found

Documentation

In release 1.0.4

READMEYes · 305 wordsVignettesNoNEWSYes · 100% structured · mentions 1.0.4Citation 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

2.6K

CRAN downloads in the past year

Rank #16,310 · ~7/day · ~220/mo

Releases R versions

Daily download trend is not available in this view yet.

27930 days

77290 days

2.6K1 year

Compare downloads with other packages →

Also on58 r2u8 autocran

How downloads are counted

Repository

muhammedalkhalaf/cointsmall ↗Account: muhammedalkhalaf

1Stars

0Forks

0Open issues

0Open PRs

2Releases

11Commits

2Commit identities

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

Responsiveness

not measured

Stars over time

2026-07-07 · 02026-07-10 · 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/cointsmall 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 Fable 5.12 commits · Sep 2026
Claude Opus 5.51 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 cointsmall 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 (1)

Muhammad Alkhalaf

Listed in earlier versions (1)

Hoang Huy Trinh

no longer listed · 1.0.2

Releases (2)

Pick two releases to compare their code metrics.

1.0.4Latest
record
2026-09-28 · current release · diff ↗
R
R 4.6.0 released · 2026-04-24
1.0.2
record
2026-03-19
R
R 4.5.0 released · 2025-04-11

Package metadata

First published: 2026-03-19
Total releases: 2 / 1 yrs
License: GPL-3 OSI
Minimum R: ≥ 3.5.0
Download size: 15 KB

Cite

Cite this package

Run in R for the authors' entry:

citation("cointsmall")

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

It points to 10.32614/cran.package.cointsmall.

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 cointsmall version 1.0.4 [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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