R Observatory: Metrics for egcm version 1.0.13

Balamuta, James Joseph

doi:10.5281/zenodo.21843040

This package was removed from CRAN on 2025-11-28. Its history is shown below.

Reason: issues were not corrected despite reminders

Details below reflect version 1.0.13, its last release before removal.

egcm

1.0.13

Engle-Granger Cointegration Models

0packages depend

–downloads / year

–test coverage

–checks pass

Overview

About

Maintained by Matthew Clegg6 releasesCRAN page ↗

An easy-to-use implementation of the Engle-Granger two-step procedure for identifying pairs of cointegrated series. It is geared towards the analysis of pairs of securities. Summary and plot functions are provided, and the package is able to fetch closing prices of securities from Yahoo. A variety of unit root tests are supported, and an improved unit root test is included.

Install

R (source archive)Ubuntu (r2u)openSUSE (OBS)

url <- "https://cran.r-project.org/src/contrib/Archive/egcm/egcm_1.0.13.tar.gz"
pkgFile <- "egcm_1.0.13.tar.gz"
download.file(url, pkgFile)
install.packages(pkgFile, type = "source", repos = NULL)

This package is no longer on CRAN, so install.packages() cannot fetch it by name. This downloads the last archived source (1.0.13) and builds it locally. Install its dependencies first, and note that building from source needs the usual compiler toolchain.

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-egcm

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

# 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-egcm

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

Health

CRAN checks

CRAN check results are not tracked yet.

Code health

Yes

Tests · ratio 0.09

not tracked

Coverage

100%

Documentation · exports

12

Dependencies · direct

Documentation

READMEYes · 502 wordsVignettesNopkgdown siteNoNEWSNoCode of conductNoContributing guideNo

Examples that run: 62%
Documented parameters: 91%
Return-value docs: 100%
References docs: 46%

Downloads

Releases R versions

Daily download trend is not available in this view yet.

Compare downloads with other packages →

Also on860 r2u12 autocran556 conda_forge38 c2d4u

Dependencies

Declared dependencies

7 external dependencies (excludes base and recommended)

Depends (2)

zoo xts

Imports (10)

gridggplot2 tseriesMASSurcaparallelpracmastatsquantmodmethods

LinkingTo (0)

none

Suggests (0)

none

Enhances (0)

none

Dependency license breakdown →

Reverse dependencies

0direct

–indirect (not tracked)

Nothing depends on this yet.

Code & Tests

People & History

People (1)

Maintainer (1)

Matthew Clegg

Author, Maintainer, Copyright holder

Authors (1)

Matthew Clegg

Author, Maintainer, Copyright holder

Copyright holders (1)

Matthew Clegg

Author, Maintainer, Copyright holder

Package Timeline

6 releases. Pick two to compare their code metrics. R releases are shown for context.

R
R 4.6.0 released · 2026-04-24
archivedRemoved from CRAN
2025-11-28
issues were not corrected despite reminders
R
R 4.5.0 released · 2025-04-11
R
R 4.4.0 released · 2024-04-24
R
R 4.3.0 released · 2023-04-21
1.0.13
2023-02-27 · diff ↗
unarchivedReturned to CRAN
2023-02-27
R
R 4.2.0 released · 2022-04-22
archivedRemoved from CRAN
2022-03-04
check problems were not corrected in time LENGTH_1 checks
R
R 4.1.0 released · 2021-05-18
R
R 4.0.0 released · 2020-04-24
R
R 3.6.0 released · 2019-04-26
R
R 3.5.0 released · 2018-04-23
1.0.12
2017-09-18 · diff ↗
unarchivedReturned to CRAN
2017-09-18
archivedRemoved from CRAN
2017-09-11
it depends on 'fArma', which was archived

Show 9 earlier events

R
R 3.4.0 released · 2017-04-21
R
R 3.3.0 released · 2016-05-03
1.0.8
2015-11-13 · diff ↗
R
R 3.2.0 released · 2015-04-16
R
R 3.1.0 released · 2014-04-10
1.0.6
2014-01-24 · diff ↗
1.0.2
2014-01-24 · diff ↗
1.0.1
2014-01-24
R
R 3.0.0 released · 2013-04-03

Package metadata

Total releases: 6
License: GPL-2 | GPL-3 OSI
Download size: not tracked yet
Installed size: not tracked yet
With dependencies: not tracked yet

Cite

Cite this package

Run in R for the authors' preferred citation:

citation("egcm")

Format

Clegg, M. (n.d.). egcm: Engle-Granger Cointegration Models (Version 1.0.13) [Computer software]. Retrieved August 13, 2026, from https://CRAN.R-project.org/package=egcm

This is what citation() produces when a package has no citation file of its own. If it prints something else, use that.

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 egcm version 1.0.13 [Data set]. HJJB, LLC. Data release v2026-08-13. https://doi.org/10.5281/zenodo.21843040

From data release v2026-08-13, which the citation names so these numbers can be found later. More on citing and the projects behind them.

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