xtrec

1.0.0

Panel Unit Root Test Based on Recursive Detrending

0packages depend

1.4Kdownloads / year

–test coverage

13/13checks pass

Overview

About

Maintained by Muhammad AlkhalafFirst published 2026-03-291 releasesCRAN page ↗GitHub ↗

Implements the recursively detrended panel unit root tests proposed by Westerlund (2015) <doi:10.1016/j.jeconom.2014.09.013>. Two variants are provided: the basic t-REC test assuming iid errors, and the robust t-RREC test that accounts for serial correlation, cross-sectional dependence, and heteroskedasticity via defactoring and BIC-selected lag augmentation. Both tests have a standard normal null distribution requiring no mean or variance correction. The panel must be strongly balanced.

Install

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

install.packages("xtrec")

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

pak::pak("muhammedalkhalaf/xtrec")

Development version from muhammedalkhalaf/xtrec. 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-xtrec

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-xtrec

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

sudo zypper install R-xtrec

RPMs auto-built from CRAN on openSUSE OBS.

Health

CRAN checks

13OK

Code health

Yes

Tests · ratio 0.15

not tracked

Coverage

100%

Documentation · exports

None

Vignettes

README

Dependencies · direct

Check history

OK2026-03-30
7 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE

Downloads

1.4K

CRAN downloads in the past year

Rank #9,073 · ~4/day · ~116/mo

38930 days

1.3K90 days

1.4K1 year

Also on26 r2u4 autocran

Source & community

GitHub ↗

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

Dependencies

Declared dependencies

1 external dependency (excludes base and recommended)

Depends (1)

R >= 3.5.0

Imports (1)

stats base

LinkingTo (0)

none

Suggests (1)

testthat

Enhances (0)

none

Reverse dependencies

0direct

–indirect (not tracked)

Nothing depends on this yet.

Code

732Lines of code

4Exported functions

Code & tests

Open call graph →

Code intelligence has not been computed 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
2026-03-29 · current release

Package metadata

First published: 2026-03-29
Total releases: 1 / 1 yrs
License: GPL-3 OSI
Download size: not tracked yet
Installed size: not tracked yet
With dependencies: not tracked yet