R Observatory: Metrics for sTSD version 0.2.0

Balamuta, James Joseph

doi:10.5281/zenodo.21843040

sTSD

0.2.0Package record

Simulate Time Series Diagnostics

0packages depend

2.5Kdownloads / year

–test coverage

13/13flavors OK

Overview

About

Maintained by Steven MillerCRAN page ↗

These are tools that allow users to do time series diagnostics, primarily tests of unit root, by way of simulation. While there is nothing necessarily wrong with the received wisdom of critical values generated decades ago, simulation provides its own perks. Not only is simulation broadly informative as to what these various test statistics do and what are their plausible values, simulation provides more flexibility for assessing unit root by way of different thresholds or different hypothesized distributions.

Changes in 0.2.0

Updates across the board, including:

Clarified/updated functionality to spp_test().
skpss_test() performs the KPSS test with simulated critical values.
sim_ts() is a function for simulating time series, mostly used internally.
sim_df_mod() is a function for simulating Dickey-Fuller statistics, mostly used internally.
sadf_test() does the (Augmented) Dickey-Fuller test with simulated critical values.
adf_lag_select() helps the user identify potentially optimal lag selection for (Augmented) Dickey-Fuller tests.
ur_summary() provides a more straightforward function to summarize unit root tests produced in this package.
USDICE, tbills, exCopdab, lag_suggests, and money_demand are toy data sets now included in this package.

From NEWS.md in the release

Install

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

install.packages("sTSD", 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-stsd

Fast Ubuntu binaries via r2u (no compilation). The cranapt setup runs once and is skipped when it is already enabled. We list this channel from recorded r2u download activity rather than from a live index of the repository, so treat it as last known rather than guaranteed.

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-sTSD

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-sTSD

RPMs auto-built from CRAN on openSUSE OBS (Tumbleweed). We list this channel from recorded autoCRAN download activity rather than from a live index of the repository, so treat it as last known rather than guaranteed.

Health

CRAN checks

13OK

CRAN check page ↗

Slowest check: 52 s · r-devel-windows-x86_64

Status changes

OK13 OK2026-08-04
NOTE12 OK, 1 NOTE2026-08-01
OK14 OK2026-03-10

Advisories

none known

How this is measured·How advisories are found

Documentation

In release 0.2.0

READMEYes · 158 wordsVignettesNoNEWSYes · 100% structured · mentions 0.2.0Citation fileNoWebsitenot declared in DESCRIPTION

Help pages: 13
Examples that run: 100%7 run in a plain check
Exported functions with examples: 100%
Documented parameters: 100%
Return-value docs: 100%
Help pages citing references: 31%

How these are measured

Downloads

2.5K

CRAN downloads in the past year

Rank #21,183 · ~7/day · ~207/mo

Releases R versions

Daily download trend is not available in this view yet.

21830 days

63390 days

2.5K1 year

Compare downloads with other packages →

Also on86 r2u5 autocran

How downloads are counted

Dependencies

Declared dependencies

0 external dependencies (excludes base and recommended)

Installing sTSD adds no packages beyond those that come with R.

Depends (1)

R >= 3.6.0

Imports (0)

none

LinkingTo (0)

none

Suggests (0)

none

Enhances (0)

none

Dependency license breakdown →

Reverse dependencies

0direct

0indirect

Nothing depends on this yet.

How these are counted

Code & Tests

Datasets

People & History

People (1)

Steven Miller

Author, Maintainer since 0.1.0 (2024)

Releases (2)

Pick two releases to compare their code metrics.

R
R 4.6.0 released · 2026-04-24
R
R 4.5.0 released · 2025-04-11
0.2.0Latest
record
2025-01-27 · current release · diff ↗ ·
added 5 exports
adf_lag_select, sadf_test, sim_df_mod, sim_ts, skpss_test
0.1.0
record
2024-12-20
R
R 4.4.0 released · 2024-04-24

Package metadata

First published: 2024-12-20
Total releases: 2 / 2 yrs
License: GPL (>= 2) OSI
Minimum R: ≥ 3.6.0
Bundled data: 159 KB / 6 files
Download size: 168 KB

Appears in task views

Time Series Analysis

Cite

Cite this package

Run in R for the authors' preferred citation:

citation("sTSD")

Format

Miller, S. (2025). sTSD: Simulate Time Series Diagnostics (Version 0.2.0) [Computer software]. https://doi.org/10.32614/CRAN.package.sTSD

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.

Format

APA

Balamuta, J. J. (2026). R Observatory: Metrics for sTSD version 0.2.0 [Data set]. HJJB, LLC. Data release v2026-10-25. https://doi.org/10.5281/zenodo.21843040

From data release v2026-10-25, which the citation names so these numbers can be found later. More on citing and the projects behind them.

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