qadf

1.0.0

Quantile Autoregressive Distributed Lag Unit Root Test

0packages depend

766downloads / year

–test coverage

13/13checks pass

Overview

About

Maintained by Muhammad AlkhalafFirst published 2026-03-201 releasesCRAN page ↗GitHub ↗

Implements the Quantile Autoregressive Distributed Lag (QADF) unit root test proposed by Koenker and Xiao (2004) <doi:10.1198/016214504000001114>. The test examines unit root behaviour across the conditional distribution of a time series using quantile regression, providing a richer characterisation of persistence than standard ADF tests. Critical values follow Hansen (1995) <doi:10.1017/S0266466600009713>. Lag order selection is supported via AIC, BIC, or the t-statistic sequential testing approach.

Install

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

install.packages("qadf")

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

pak::pak("muhammedalkhalaf/qadf")

Development version from muhammedalkhalaf/qadf. Requires the pak package.

Release

# one-time r2u setup for Ubuntu (noble)

curl -fsSL https://raw.githubusercontent.com/eddelbuettel/r2u/master/inst/scripts/add_cranapt_noble.sh | sudo bash

# then install

sudo apt install r-cran-qadf

Fast Ubuntu binaries via r2u (no compilation). Run the setup once per machine.

bspm (used by r2u) also needs make: sudo apt install make

sudo dnf copr enable iucar/cran

sudo dnf install R-CRAN-qadf

RPMs from the iucar/cran COPR, rebuilt from CRAN.

sudo zypper install R-qadf

RPMs auto-built from CRAN on openSUSE OBS.

Health

CRAN checks

13OK

Code health

Yes

Tests · ratio 0.14

not tracked

Coverage

100%

Documentation · exports

None

Vignettes

Yes

README

Dependencies · direct

Check history

OK2026-05-11
13 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
ERROR2026-05-10
12 OK · 0 NOTE · 0 WARNING · 1 ERROR · 0 FAILURE
OK2026-03-21
8 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE

Downloads

766

CRAN downloads in the past year

Rank #23,360 · ~2/day · ~64/mo

18430 days

47790 days

7661 year

Also on27 r2u4 autocran

Source & community

GitHub ↗

Repository stars, issues, and contributor activity are not tracked yet.

Dependencies

Declared dependencies

2 external dependencies (excludes base and recommended)

Depends (1)

R >= 3.5.0

Imports (2)

stats basequantreg

LinkingTo (0)

none

Suggests (1)

testthat

Enhances (0)

none

Reverse dependencies

0direct

–indirect (not tracked)

Nothing depends on this yet.

Code

672Lines of code

1Exported functions

Code & tests

Open call graph →

Line coverage

–

Expression

–

Tests / Examples

–

Functions

9 1 exported

Complexity

5 avg / 16 max

Call network

9 nodes / 7 edges

Test coverage has not been measured for this package yet; nodes fall back to a neutral fill.

Loading call graph…

Lowest coverage

Per-function coverage is not measured for this package yet.

People & History

People (1)

Maintainer (1)

Muhammad Alkhalaf iD

Author, Maintainer, Copyright holder

Release timeline

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

R
R 4.6.0 released · 2026-04-24
1.0.0Latest
2026-03-20 · current release

Package metadata

First published: 2026-03-20
Total releases: 1 / 1 yrs
License: GPL-3 OSI
Download size: not tracked yet
Installed size: not tracked yet
With dependencies: not tracked yet