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Threshold Model and Unit Root Tests in Cross-Section and Time Series Data

0packages depend
7.1Kdownloads / year
–test coverage
13/13flavors OK

Overview

About

Threshold model, panel version of Hylleberg et al. (1990) DOI:10.1016/0304-4076(90)90080-D seasonal unit root tests, and panel unit root test of Chang (2002) DOI:10.1016/S0304-4076(02)00095-7.

Install

Health

CRAN checks
13OK
Slowest check: 1.8 min · r-oldrel-windows-x86_64
Status changes
  • OK13 OK2026-10-17
  • WARNING11 OK, 2 WARNING2026-09-30
  • OK13 OK2026-08-05
  • NOTE12 OK, 1 NOTE2026-08-01
  • OK13 OK2026-06-09
Show 2 earlier changesHide 2 earlier changes
  • ERROR12 OK, 1 ERROR2026-06-08
  • OK14 OK2026-03-10
Advisories

none known

Documentation

In release 1.9.5
READMENoVignettesNoNEWSNoCitation fileNoWebsitenot declared in DESCRIPTION
Help pages
26includes a package overview page
Examples that run
100%18 run in a plain check
Exported functions with examples
60%
Documented parameters
100%
Return-value docs
40%
Help pages citing references
62%

Downloads

7.1K
CRAN downloads in the past year
Rank #4,531 · ~19/day · ~590/mo
Daily download trend is not available in this view yet.
69730 days
1.8K90 days
7.1K1 year
Compare downloads with other packages →
Also on98 r2u3 autocran128 c2d4u

Dependencies

Declared dependencies
6 external dependencies (excludes base and recommended)

Installing pdR adds 16 packages (8 with compiled code, 9.7 MB of source tarballs). Heaviest: Rcpp 1.8 MB, collapse 1.4 MB, sandwich 1.4 MB.

Depends (1)
R >= 3.5.0
Imports (2)
LinkingTo (0)
none
Enhances (0)
none
Reverse dependencies
0direct
0indirect

Nothing depends on this yet.

Datasets

People & History

People (1)
Author, Maintainer since 1.1 (2014)
Releases (13)

Pick two releases to compare their code metrics.

  • 1.9.5Latest
    record
    2026-10-05 · current release · diff ↗
  • R
    R 4.6.0 released · 2026-04-24
  • 1.9.4
    record
    2025-08-19 · diff ↗ ·
    removed 9 exports
    HEGY.test, ret, SeasComponent, contts, hegy.reg, selPabic, selPsignf, interpolpval, lookupCVtable
  • R
    R 4.5.0 released · 2025-04-11
  • 1.9.3
    record
    2024-08-18 · diff ↗
  • 1.9.2
    record
    2024-06-04 · diff ↗ ·
    added 1 export
    htest_pglm
  • R
    R 4.4.0 released · 2024-04-24
  • 1.9.1
    record
    2023-08-21 · diff ↗ ·
    removed 2 exports
    iClick.plm1way, iClick.plm2way
  • R
    R 4.3.0 released · 2023-04-21
  • 1.8
    record
    2022-06-06 · diff ↗
  • R
    R 4.2.0 released · 2022-04-22
  • R
    R 4.1.0 released · 2021-05-18
  • R
    R 4.0.0 released · 2020-04-24
  • 1.7
    record
    2019-07-07 · diff ↗
  • R
    R 3.6.0 released · 2019-04-26
  • 1.6
    record
    2018-11-18 · diff ↗ ·
    added 3 exports
    SMPLSplit_est, SMPLSplit_het, SMPLSplit_example
Show 10 earlier eventsHide 10 earlier events
  • R
    R 3.5.0 released · 2018-04-23
  • R
    R 3.4.0 released · 2017-04-21
  • 1.5
    record
    2017-02-01 · diff ↗
  • 1.4
    record
    2016-07-07 · diff ↗ ·
    added 22 exports
    tr, sse_calc, thr_sse, r_est, model, ptm, pIGF, IGF, lagSelect, tbar, ipsHEGY, HEGY.test, ret, SeasComponent, contts, hegy.reg, selPabic, selPsignf, interpolpval, lookupCVtable, iClick.plm1way, iClick.plm2way
  • R
    R 3.3.0 released · 2016-05-03
  • 1.3
    record
    2015-05-16 · diff ↗
  • R
    R 3.2.0 released · 2015-04-16
  • 1.2
    record
    2014-12-03 · diff ↗
  • 1.1
    record
    2014-09-01
  • R
    R 3.1.0 released · 2014-04-10

Package metadata

First published
2014-09-01
Total releases
13 / 12 yrs
License
GPL (>= 2) OSI
Minimum R
≥ 3.5.0
Bundled data
372 KB / 10 files
Download size
398 KB
Appears in task views

Cite

Cite this package

Run in R for the authors' preferred citation:

citation("pdR")
Tsung-wu, H. (2026). pdR: Threshold Model and Unit Root Tests in Cross-Section and Time Series Data (Version 1.9.5) [Computer software]. https://doi.org/10.32614/CRAN.package.pdR

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.

APA

Balamuta, J. J. (2026). R Observatory: Metrics for pdR version 1.9.5 [Data set]. HJJB, LLC. Data release v2026-10-20. https://doi.org/10.5281/zenodo.21843040

From data release v2026-10-20, which the citation names so these numbers can be found later. More on citing and the projects behind them.

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