Package: fracdist
Title: Numerical CDFs for Fractional Unit Root and Cointegration Tests
Version: 0.1.1
Authors@R: 
    c(person(given = "Lealand",
             family = "Morin",
             role = c("aut", "cre"),
             email = "lealand.morin@ucf.edu",
             comment = c(ORCID = "0000-0001-8539-1386")))
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. Ø. Nielsen (2012) <doi:10.3982/ECTA9299>,
    MacKinnon, J. G. and M. Ø. Nielsen (2014) <doi:10.1002/jae.2295>.
Depends: R (>= 2.10)
URL: https://github.com/LeeMorinUCF/fracdist
BugReports: https://github.com/LeeMorinUCF/fracdist/issues
License: GPL-3
Encoding: UTF-8
LazyData: false
Language: en-US
RoxygenNote: 7.1.1
Suggests: testthat (>= 3.0.0)
NeedsCompilation: no
Packaged: 2021-05-21 17:44:12 UTC; le279259
Author: Lealand Morin [aut, cre] (<https://orcid.org/0000-0001-8539-1386>)
Maintainer: Lealand Morin <lealand.morin@ucf.edu>
Config/testthat/edition: 3
Repository: CRAN
Date/Publication: 2021-05-25 07:00:03 UTC
Built: R 4.5.2; ; 2026-01-23 02:03:17 UTC; windows
