Other packages > Find by keyword >

fracdist  

Numerical CDFs for Fractional Unit Root and Cointegration Tests
View on CRAN: Click here


Download and install fracdist package within the R console
Install from CRAN:
install.packages("fracdist")

Install from Github:
library("remotes")
install_github("cran/fracdist")

Install by package version:
library("remotes")
install_version("fracdist", "0.1.1")



Attach the package and use:
library("fracdist")
Maintained by
Lealand Morin
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2021-05-25
Latest Update: 2021-05-25
Description:
Calculate numerical asymptotic distribution functions of likelihood ratio statistics for fractional unit root tests and tests of cointegration rank. For these distributions, the included functions calculate critical values and P-values used in unit root tests, cointegration tests, and rank tests in the Fractionally Cointegrated Vector Autoregression (FCVAR) model. The functions implement procedures for tests described in the following articles: Johansen, S. and M.
How to cite:
Lealand Morin (2021). fracdist: Numerical CDFs for Fractional Unit Root and Cointegration Tests. R package version 0.1.1, https://cran.r-project.org/web/packages/fracdist. Accessed 22 Dec. 2024.
Previous versions and publish date:
No previous versions
Other packages that cited fracdist R package
View fracdist citation profile
Other R packages that fracdist depends, imports, suggests or enhances
Complete documentation for fracdist
Functions, R codes and Examples using the fracdist R package
Some associated functions: blocal . check_fracdist_params . dot-fracdist . fpcrit . fpval . fracdist_pvalues . fracdist_values . get_fracdist_tab . 
Some associated R codes: fracdist.R .  Full fracdist package functions and examples
Downloads during the last 30 days
Get rewarded with contribution points by helping add
Reviews / comments / questions /suggestions ↴↴↴

Today's Hot Picks in Authors and Packages

quickcode  
Quick and Essential 'R' Tricks for Better Scripts
The NOT functions, 'R' tricks and a compilation of some simple quick plus often used 'R' codes to im ...
Download / Learn more Package Citations See dependency  
LOGANTree  
Tree-Based Models for the Analysis of Log Files from Computer-Based Assessments
Enables researchers to model log-file data from computer-based assessments using machine-learning te ...
Download / Learn more Package Citations See dependency  
Maintainer: Qi Qin (view profile)
dmlalg  
Double Machine Learning Algorithms
Implementation of double machine learning (DML) algorithms in R, based on Emmenegger and Buehlmann ...
Download / Learn more Package Citations See dependency  
tropAlgebra  
Tropical Algebraic Functions
It includes functions like tropical addition, tropical multiplication for vectors and matrices. In t ...
Download / Learn more Package Citations See dependency  
Rfast2  
A Collection of Efficient and Extremely Fast R Functions II
A collection of fast statistical and utility functions for data analysis. Functions for regression, ...
Download / Learn more Package Citations See dependency  
composits  
Compositional, Multivariate and Univariate Time Series Outlier Ensemble
A compositional multivariate and univariate time series outlier ensemble.It uses the four R packages ...
Download / Learn more Package Citations See dependency  

23,394

R Packages

201,798

Dependencies

63,416

Author Associations

23,395

Publication Badges

© Copyright 2022 - present. All right reserved, rpkg.net.  Based in Cambridge, Massachusetts, USA