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 21 Jul. 2026.
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

Today's Hot Picks in Authors and Packages

netgen  
Network Generator for Combinatorial Graph Problems
Methods for the generation of a wide range of network geographies, e.g., grid networks or clustered ...
Download / Learn more Package Citations See dependency  
truncnormbayes  
Estimates Moments for a Truncated Normal Distribution using 'Stan'
Finds the posterior modes for the mean and standard deviation for a truncated normal distribution wi ...
Download / Learn more Package Citations See dependency  
beastier  
Call 'BEAST2'
'BEAST2' () is a widely used Bayesian phylogenetic tool, that uses DNA/RNA/ ...
Download / Learn more Package Citations See dependency  
OSTE  
Optimal Survival Trees Ensemble
Function for growing survival trees ensemble ('Naz Gul', 'Nosheen Faiz', 'Dan Brawn', 'Rafal Kulakow ...
Download / Learn more Package Citations See dependency  
splash  
Simple Process-Led Algorithms for Simulating Habitats
This program calculates bioclimatic indices and fluxes (radiation, evapotranspiration, soil moistur ...
Download / Learn more Package Citations See dependency  
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  

27,889

R Packages

239,283

Dependencies

74,019

Author Associations

27,890

Publication Badges

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