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cotrend

1.0.2

Consistent Co-Trending Rank Selection

0packages depend
2.3Kdownloads / year
test coverage
11/13checks pass

Overview

About
Maintained by A. Christian SilvaFirst published 2012-10-293 releasesCRAN page ↗

Implements cointegration/co-trending rank selection algorithm in Guo and Shintani (2013) "Consistent co-trending rank selection when both stochastic and nonlinear deterministic trends are present". The Econometrics Journal 16: 473-483 doi:10.1111/j.1368-423X.2012.00392.x. Numbered examples correspond to Feb 2011 preprint http://www.fas.nus.edu.sg/ecs/events/seminar/seminar-papers/05Apr11.pdf.

Install

Health

CRAN checks
2NOTE11OK
Failing flavors
  • NOTE r-devel-linux-x86_64-debian-clang
  • NOTE r-devel-linux-x86_64-debian-gcc
Slowest check: 50 s · r-oldrel-windows-x86_64
Code health
None
Tests · ratio 0.00
not tracked
Coverage
1
Dependencies · direct
Check history
  • NOTE2026-06-09
    11 OK · 2 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
  • WARNING2026-06-08
    11 OK · 1 NOTE · 1 WARNING · 0 ERROR · 0 FAILURE
  • NOTE2026-03-10
    12 OK · 2 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE

Documentation

Documentation
READMENoVignettesNopkgdown siteNoNEWSNoCode of conductNoContributing guideNo
Examples that run
100%
Documented parameters
not tracked
Return-value docs
not tracked
References docs
67%

Downloads

2.3K
CRAN downloads in the past year
Rank #18,658 · ~6/day · ~189/mo
Daily download trend is not available in this view yet.
15230 days
58690 days
2.3K1 year
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Also on121 r2u9 autocran

Dependencies

Declared dependencies
1 external dependency (excludes base and recommended)
Depends (1)
Imports (0)
none
LinkingTo (0)
none
Suggests (0)
none
Enhances (0)
none
Reverse dependencies
0direct
0indirect

Nothing depends on this yet.

Code & Tests

People & History

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Listed in earlier versions (1)
no longer listed · 1.0 to 1.0.2
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  • 1.0.2Latest
    2019-10-21 · current release · diff ↗
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    R 3.6.0 released · 2019-04-26
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    R 3.5.0 released · 2018-04-23
  • 1.0.1
    2018-03-19 · diff ↗
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    R 3.4.0 released · 2017-04-21
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    R 3.3.0 released · 2016-05-03
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    R 3.2.0 released · 2015-04-16
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    R 3.1.0 released · 2014-04-10
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    R 3.0.0 released · 2013-04-03
Show 2 earlier events
  • 1.0
    2012-10-29
  • R
    R 2.15.0 released · 2012-03-30

Package metadata

First published
2012-10-29
Total releases
3 / 14 yrs
License
GPL-3 OSI
Download size
4.7 KB
Installed size
not tracked yet
With dependencies
not tracked yet

Cite

Cite this package

Run in R for the authors' preferred citation:

citation("cotrend")

Cite the R Observatory

For a number measured here: a download total, a coverage figure, an archival date.

APA

Balamuta, J. J. (2026). R Observatory: Metrics for cotrend version 1.0.2 [Data set]. HJJB, LLC. Data release v2026-08-16. https://doi.org/10.5281/zenodo.21843040

From data release v2026-08-16, which the citation names so these numbers can be found later. More on citing and the projects behind them.

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