cointsmall

1.0.2

Cointegration Tests with Structural Breaks in Small Samples

0packages depend

1.8Kdownloads / year

–test coverage

13/13checks pass

Overview

About

Maintained by Muhammad AlkhalafFirst published 2026-03-191 releasesCRAN page ↗GitHub ↗

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 small-sample adjusted critical values via response surface methodology.

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.

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).

Health

CRAN checks

13OK

Slowest check: 55 s · r-oldrel-windows-x86_64

Code health

Yes

Tests · ratio 0.16

not tracked

Coverage

100%

Documentation · exports

None

Vignettes

Yes

README

Dependencies · direct

Check history

OK2026-03-20
5 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE

Downloads

1.8K

CRAN downloads in the past year

Rank #8,444 · ~5/day · ~149/mo

cointsmall Releases R versions

Daily download trend is not available in this view yet.

42330 days

1.4K90 days

1.8K1 year

Compare downloads with other packages →

Also on32 r2u6 autocran

Repository

GitHub ↗ muhammedalkhalaf/cointsmall

0Stars

0Forks

0Open issues

0Open PRs

2Releases

Dependencies

Declared dependencies

1 external dependency (excludes base and recommended)

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.

Code & Tests

Code Composition

R 1,360 (80%)Rd 335 (20%)

Code characteristics

Object systems

S34

Cyclomatic complexity: 4.5 median / 17 max
Test cases: 10 / 0.16 per code line
Documented parameters: 100%

Test coverage

Line coverage

–

Expression

–

Tests / Examples

–

Functions

14 3 exported

Complexity

6 avg / 17 max

Call network

14 nodes / 15 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 (2)

Maintainer (1)

Muhammad Alkhalaf

Author, Maintainer, Copyright holder

Authors (1)

Muhammad Alkhalaf

Author, Maintainer, Copyright holder

Contributors (1)

Hoang Huy Trinh

Contributor

Muhammad Alkhalaf

Author, Maintainer, Copyright holder

Release timeline

1 release. R releases are shown for context.

R
R 4.6.0 released · 2026-04-24
1.0.2Latest
2026-03-19 · current release
R
R 4.5.0 released · 2025-04-11

Package metadata

First published: 2026-03-19
Total releases: 1 / 1 yrs
License: GPL-3 OSI
Minimum R: ≥ 3.5.0
Download size: not tracked yet
Installed size: not tracked yet
With dependencies: not tracked yet