R Observatory: Metrics for nonstat version 0.0.6

Balamuta, James Joseph

doi:10.5281/zenodo.21843040

nonstat

0.0.6

Detecting Nonstationarity in Time Series

0packages depend

2Kdownloads / year

–test coverage

13/13checks pass

Overview

About

Maintained by Martin HechtFirst published 2025-04-011 releasesCRAN page ↗

Provides a nonvisual procedure for screening time series for nonstationarity in the context of intensive longitudinal designs, such as ecological momentary assessments. The method combines two diagnostics: one for detecting trends (based on the split R-hat statistic from Bayesian convergence diagnostics) and one for detecting changes in variance (a novel extension inspired by Levene's test). This approach allows researchers to efficiently and reproducibly detect violations of the stationarity assumption, especially when visual inspection of many individual time series is impractical. The procedure is suitable for use in all areas of research where time series analysis is central. For a detailed description of the method and its validation through simulations and empirical application, see Zitzmann, S., Lindner, C., Lohmann, J. F., & Hecht, M. (2024) "A Novel Nonvisual Procedure for Screening for Nonstationarity in Time Series as Obtained from Intensive Longitudinal Designs" https://www.researchgate.net/publication/384354932_A_Novel_Nonvisual_Procedure_for_Screening_for_Nonstationarity_in_Time_Series_as_Obtained_from_Intensive_Longitudinal_Designs.

Install

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

install.packages("nonstat", 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-nonstat

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-nonstat

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-nonstat

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

Health

CRAN checks

13OK

Slowest check: 43 s · r-devel-windows-x86_64

Code health

None

Tests · ratio 0.00

not tracked

Coverage

100%

Documentation · exports

0

Dependencies · direct

Check history

OK2026-08-05
13 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
NOTE2026-08-01
12 OK · 1 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
OK2026-03-10
14 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE

Documentation

READMENoVignettesNopkgdown siteNoNEWSNoCode of conductNoContributing guideNo

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

Downloads

2K

CRAN downloads in the past year

Rank #24,074 · ~6/day · ~170/mo

Releases R versions

Daily download trend is not available in this view yet.

7830 days

35990 days

2K1 year

Compare downloads with other packages →

Also on98 r2u11 autocran

Dependencies

Declared dependencies

0 external dependencies (excludes base and recommended)

Depends (1)

R >= 3.5.0

Imports (0)

none

LinkingTo (0)

none

Suggests (0)

none

Enhances (0)

none

Dependency license breakdown →

Reverse dependencies

0direct

0indirect

Nothing depends on this yet.

Code & Tests

People & History

People (2)

Maintainer (1)

Martin Hecht

Author, Maintainer

Authors (2)

Martin Hecht

Author, Maintainer

Steffen Zitzmann

Author

Package Timeline

1 release. R releases are shown for context.

R
R 4.6.0 released · 2026-04-24
0.0.6Latest
2026-03-10 · current release
R
R 4.5.0 released · 2025-04-11

Package metadata

First published: 2025-04-01
Total releases: 1 / 1 yrs
License: GPL-3 OSI
Minimum R: ≥ 3.5.0
Download size: 3.8 KB
Installed size: not tracked yet
With dependencies: not tracked yet

Cite

Cite this package

Run in R for the authors' preferred citation:

citation("nonstat")

Format

Hecht, M., & Zitzmann, S. (2025). nonstat: Detecting Nonstationarity in Time Series (Version 0.0.6) [Computer software]. https://doi.org/10.32614/CRAN.package.nonstat

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 nonstat version 0.0.6 [Data set]. HJJB, LLC. Data release v2026-08-24. https://doi.org/10.5281/zenodo.21843040

From data release v2026-08-24, which the citation names so these numbers can be found later. More on citing and the projects behind them.

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