Package: BayesSplineUR
Type: Package
Title: Bayesian Unit Root Test for AR(1) Model with Trend Approximated
        by Linear Spline Function
Version: 0.1.0
Authors@R: c(
    person("Shikhar", "Tyagi", email = "shikhar1093tyagi@gmail.com", role = c("aut", "cre"), comment = c(ORCID = "0000-0003-1606-0844")),
    person("Arvind", "Pandey", email = "arvindmzu@gmail.com", role = "aut"),
    person("Bhupendra", "Singh", email = "bhupendra.rana@gmail.com", role = "aut"),
    person("Vrijesh", "Tripathi", email = "vrijesh.tripathi@uwi.edu", role = "aut")
  )
Description: Performs Bayesian unit root testing for autoregressive
        time series models with non-linear trend components
        approximated by linear spline functions, as proposed by Kumar
        et al. (2020) <doi:10.19139/soic-2310-5070-786>. The package
        'BayesSplineUR' computes posterior odds ratios, Bayes factors,
        and posterior probabilities for the unit root hypothesis
        against trend-stationary alternatives in models with linear
        spline trends or maintained polynomial trends as developed by
        Chaturvedi and Kumar (2005) <doi:10.1016/j.spl.2005.04.044>.
        Includes automatic knot selection using information criteria
        (AIC/BIC) and theoretical foundations for Bayesian unit root
        testing under structural breaks and maintained trends drawing
        from Schotman and van Dijk (1991)
        <doi:10.1016/0304-4076(91)90038-F>, Phillips and Perron (1988)
        <doi:10.1093/biomet/75.2.335>, Ouliaris et al. (1988)
        <doi:10.1007/978-94-009-2953-1_10>, and Perron (1989)
        <doi:10.2307/1913683>.
License: GPL (>= 3)
Encoding: UTF-8
LazyData: true
RoxygenNote: 7.3.3
Depends: R (>= 3.5.0)
Imports: stats, graphics
Suggests: knitr, rmarkdown, testthat (>= 3.0.0)
VignetteBuilder: knitr
NeedsCompilation: no
Packaged: 2026-10-06 10:19:10 UTC; root
Author: Shikhar Tyagi [aut, cre] (ORCID:
        <https://orcid.org/0000-0003-1606-0844>), Arvind Pandey [aut],
        Bhupendra Singh [aut], Vrijesh Tripathi [aut]
Maintainer: Shikhar Tyagi <shikhar1093tyagi@gmail.com>
Repository: https://shikhartyagi.r-universe.dev
Date/Publication: 2026-08-06 14:42:42 UTC
RemoteUrl: https://github.com/cran/BayesSplineUR
RemoteRef: HEAD
RemoteSha: c17514bced5cb785d714abc2f1e268941995918c