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prais

Prais-Winsten Estimator for AR(1) Serial Correlation

v1.1.4 · Jun 25, 2025 · GPL-2

Description

The Prais-Winsten estimator (Prais & Winsten, 1954) takes into account AR(1) serial correlation of the errors in a linear regression model. The procedure recursively estimates the coefficients and the error autocorrelation of the specified model until sufficient convergence of the AR(1) coefficient is attained.

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autoCRAN-only: this name is served only by autoCRAN, so the count is exact.

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Last 90 days

958

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Trend: -43.3% (30d vs prior 30d)

CRAN Check Status

13 OK
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Flavor Status
r-devel-linux-x86_64-debian-clang OK
r-devel-linux-x86_64-debian-gcc OK
r-devel-linux-x86_64-fedora-clang OK
r-devel-linux-x86_64-fedora-gcc OK
r-devel-windows-x86_64 OK
r-oldrel-macos-arm64 OK
r-oldrel-macos-x86_64 OK
r-oldrel-windows-x86_64 OK
r-patched-linux-x86_64 OK
r-release-linux-x86_64 OK
r-release-macos-arm64 OK
r-release-macos-x86_64 OK
r-release-windows-x86_64 OK

Check History

OK 14 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 10, 2026

Code

Structure

Lines of code

1,219

Files

22

Compiled share

0%

Has compiled src

No

Language breakdown

R 866 (71%)Docs 353 (29%)

API

Exported functions

1

Internal functions

7

Recent export changes

v1.1.3−1 .pw_transform
v1.1.2−1 vcovHC.prais

Testing & CI

Has tests

No

Test-to-code ratio

0.00

testthat edition

CI present

No

CI type

[]

PR gated

No

Docs

Return-value doc rate

100%

\dontrun example ratio

0%

Roxygen coverage

100%

Has pkgdown

No

NEWS present

Yes

Health & Security signals

Informational signals; not verdicts.

on.exit coverage

Unsafe pattern score

0

Dep constraint coverage

0%

Secret pattern count

0

Bundled 3rd-party code

2 items

Portability & License

Min R version

3.2.0

System requirements

C++ standard

License

GPL-2

License flags

SPDX valid, OSI approved

History

Versions

7

First release

2015-03-18

Latest release

2025-06-25

Avg cadence

590 days

Cold removal rate

100%

Dep drift

5

LOC over versions

v0.1.1: 144 LOCv1.0.0: 451 LOCv1.1.0: 620 LOCv1.1.1: 699 LOCv1.1.2: 974 LOCv1.1.3: 1,119 LOCv1.1.4: 1,219 LOC

Per-file churn detail lives in the source pipeline: https://github.com/r-observatory/cran-code-metrics.

Dependency Network

Dependencies Reverse dependencies sandwich pcse prais

Version History

8 tracked
new 1.1.4 Mar 10, 2026
updated 1.1.4 ← 1.1.3 diff Jun 24, 2025
updated 1.1.3 ← 1.1.2 diff Nov 24, 2024
updated 1.1.2 ← 1.1.1 diff Oct 31, 2021
updated 1.1.1 ← 1.1.0 diff Mar 9, 2019
updated 1.1.0 ← 1.0.0 diff Jan 4, 2019
updated 1.0.0 ← 0.1.1 diff Oct 7, 2018
new 0.1.1 Mar 19, 2015