R Observatory: Metrics for dcce version 0.4.2

Balamuta, James Joseph

doi:10.5281/zenodo.21843040

dcce

0.4.2Package record

Dynamic Common Correlated Effects Estimation for Panel Data

0packages depend

1.8Kdownloads / year

82.9%test coverage

13/13flavors OK

Overview

About

Maintained by Mustapha WassejaCRAN page ↗

Estimates heterogeneous coefficient models for large panels with cross-sectional dependence. Implements the Mean Group (MG) estimator of Pesaran and Smith (1995) doi:10.1016/0304-4076(94)01644-F, the Common Correlated Effects (CCE) and Dynamic CCE (DCCE) estimators of Pesaran (2006) doi:10.1111/j.1468-0262.2006.00692.x and Chudik and Pesaran (2015) doi:10.1016/j.jeconom.2015.03.007, the regularized CCE of Juodis (2022), the Augmented Mean Group (AMG) of Eberhardt and Teal (2010), the Interactive Fixed Effects (IFE) estimator of Bai (2009) doi:10.3982/ECTA6135, and long-run estimators including Cross-Sectionally augmented Distributed Lag (CS-DL), Cross-Sectionally augmented Autoregressive Distributed Lag (CS-ARDL), and Pooled Mean Group (PMG) (Chudik et al. 2016; Shin et al. 1999). Also provides rolling-window estimation, high-dimensional fixed effect absorption, spatial CCE via user-supplied weight matrices, and structural break tests (Chow and sup-Wald) following Andrews (1993), Bai and Perron (1998), and Ditzen, Karavias and Westerlund (2024). Supplies a comprehensive cross-sectional dependence (CD) test suite including the Pesaran (2015) CD test doi:10.1080/07474938.2014.956623, the Juodis and Reese (2022) randomized weighted CD (CDw) test, the Baltagi et al. (2012) bias-adjusted weighted CD (CDw+) test, the Fan et al. (2015) Power Enhancement Approach (PEA) test, and the Pesaran and Xie (2021) bias-corrected CD (CD*) test. Further diagnostics include the Pesaran (2007) Cross-sectionally Augmented IPS (CIPS) panel unit root test doi:10.1002/jae.951, the Westerlund (2007) panel cointegration tests, the Dumitrescu and Hurlin (2012) panel Granger causality test, the Im-Pesaran-Shin (IPS) and Levin-Lin-Chu (LLC) panel unit root tests, the Pedroni (2004) and Kao (1999) residual cointegration tests, the Swamy (1970) and Pesaran and Yamagata (2008) slope homogeneity tests, a Hausman-type test for MG versus pooled, the exponent of cross-sectional dependence from Bailey et al. (2016) doi:10.1002/jae.2490, information criteria for Cross-Sectional Average (CSA) selection, the rank condition classifier, impulse response functions, cross-section and wild bootstrap inference, and 'broom'-compatible methods.

Install

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

install.packages("dcce", repos = "https://cloud.r-project.org/")

Installs the current CRAN release. Prebuilt binaries on Windows and macOS.

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-dcce

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-dcce

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-dcce

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: 7.0 min · r-oldrel-windows-x86_64

Status changes

OK13 OK2026-08-05
NOTE12 OK, 1 NOTE2026-08-01
OK7 OK2026-05-06

Advisories

none known

How this is measured·How advisories are found

Documentation

In release 0.4.2

READMEYes · 1,262 wordsVignettesYes · 1 · dynamicNEWSYes · 100% structured · does not mention 0.4.2Citation fileNoWebsitenot declared in DESCRIPTION

Help pages: 145 (94 internal)includes a package overview page
Examples that run: 100%17 run in a plain check
Exported functions with examples: 81%
Documented parameters: 100%
Return-value docs: 100%
Help pages citing references: 6%

Vignettes (1)

Introduction to the dcce Package: DCCE Estimation for Panel Data

How these are measured

Downloads

1.8K

CRAN downloads in the past year

Rank #10,989 · ~5/day · ~151/mo

Releases R versions

Daily download trend is not available in this view yet.

31830 days

95990 days

1.8K1 year

Compare downloads with other packages →

Also on105 r2u10 autocran

How downloads are counted

Dependencies

Declared dependencies

17 external dependencies (excludes base and recommended)

Installing dcce adds 16 packages (11 with compiled code, 10 MB of source tarballs). Heaviest: Rcpp 1.8 MB, collapse 1.4 MB, sandwich 1.4 MB.

Depends (1)

R >= 4.1.0

Imports (9)

statsMatrixcollapse sandwich generics rlang cli tibble Rcpp

LinkingTo (2)

Rcpp RcppArmadillo

Suggests (9)

broom ggplot2 lifecycle plm testthat knitr rmarkdown marginaleffectsparallel

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)

Mustapha Wasseja

Author, Maintainer since 0.4.2 (2026)

Releases (1)

0.4.2Latest
record
2026-05-05 · current release
R
R 4.6.0 released · 2026-04-24

Package metadata

First published: 2026-05-05
Total releases: 1 / 1 yrs
License: GPL (>= 3) OSI
Minimum R: ≥ 4.1.0
Bundled data: 106 KB / 3 files
Download size: 327 KB

Cite

Cite this package

Run in R for the authors' preferred citation:

citation("dcce")

Format

Wasseja, M. (2026). dcce: Dynamic Common Correlated Effects Estimation for Panel Data (Version 0.4.2) [Computer software]. https://doi.org/10.32614/CRAN.package.dcce

This package has no citation file, so citation() returns this entry built from DESCRIPTION.

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 dcce version 0.4.2 [Data set]. HJJB, LLC. Data release v2026-10-23. https://doi.org/10.5281/zenodo.21843040

From data release v2026-10-23, 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 →