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 11 Jun. 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

leontief  
Input-Output Analysis
An implementation of the Input-Output model developed by Wassily Leontief that represents the inter ...
Download / Learn more Package Citations See dependency  
Voss  
Generic Voss Algorithm (Random Sequential Additions)
Generating realizations of a fractal Brownian function on uniform 1D & 2D grid with classic and ...
Download / Learn more Package Citations See dependency  
stevedata  
Steve's Toy Data for Teaching About a Variety of Methodological, Social, and Political Topics
This is a collection of various kinds of data with broad uses for teaching. My students, and academ ...
Download / Learn more Package Citations See dependency  
clusrank  
Wilcoxon Rank Tests for Clustered Data
Non-parametric tests (Wilcoxon rank sum test and Wilcoxon signed rank test) for clustered data docu ...
Download / Learn more Package Citations See dependency  
hsphase  
Phasing, Pedigree Reconstruction, Sire Imputation and Recombination Events Identification of Half-sib Families Using SNP Data
Identification of recombination events, haplotype reconstruction, sire imputation and pedigree recon ...
Download / Learn more Package Citations See dependency  
r2resize  
In-Text Resize for Images, Tables and Fancy Resize Containers in 'shiny', 'rmarkdown' and 'quarto' Documents
Automatic resizing toolbar for containers, images and tables. Various resizable or expandable contai ...
Download / Learn more Package Citations See dependency  

27,372

R Packages

233,548

Dependencies

72,820

Author Associations

27,205

Publication Badges

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