fracdist

cranv0.1.1

Numerical CDFs for Fractional Unit Root and Cointegration Tests. 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

License GPL-3strong copyleft0 versions1 maintainers0 deps82 weekly dl
LeeMorinUCF/fracdist
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  • Low health score (36/100)
Health breakdown0 – 100
0/25
maintenance
0/20
popularity
25/25
security
9/15
maturity
2/15
community
Vulnerabilities
0
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⚠ Possible typosquat
Name is close to a popular package. Targets:
fracdiff (adjacent_swap_or_double dist 2)

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First published · 2021-05-25 08:08:41

Last updated · 2021-05-25T06:00:03+00:00

fracdist — Health Score 36/100 | DepScope