Package

Look Up exuber's Test/Procedure Functions by Family

exuber_functions

exuber_functions(family = NULL)

The naming conventions (radf_, _test, dating_ and monitor_, see vignette("naming-and-analysis")) are a guide and not a contract. They are easy to misremember, and they are occasionally traded off deliberately: monitor() uses the ADF family internally but is named after what it does. This function is the queryable source of truth for which of the package's test, dating, monitoring and root-inference functions belong to which family.

Arguments

family One of "adf" (built on the recursive ADF core), "test" (a standalone hypothesis test), "dating" (point estimation or model selection, with no formal test), "monitor" (real-time or sequential), "root" (confidence-interval inference on the explosive root), "regression" (point estimation, no test) or NULL (default) for every function. A function can belong to more than one family: monitor() is both "adf" and "monitor".

Value

A tibble with the columns name, family and description, and one row for each function.

Examples

These examples are copied from the package's own documentation and are run by R CMD check on every release. The printed output (after #>) and the plots were produced by running them against the current package source.

exuber_functions()
#> # A tibble: 34 × 3
#>    name          family description                                             
#>    <chr>         <chr>  <chr>                                                   
#>  1 radf          adf    The recursive ADF/SADF/GSADF/BSADF statistic (Phillips,…
#>  2 radf_mc_cv    adf    Monte Carlo critical values for radf().                 
#>  3 radf_wb_cv    adf    Wild bootstrap critical values for radf() (heteroskedas…
#>  4 radf_wb_ps_cv adf    Phillips & Shi (2020) wild bootstrap critical values wi…
#>  5 radf_sb_cv    adf    Panel sieve bootstrap critical values for radf().       
#>  6 radf_tt       adf    Time-transformed test (STADF/GSTADF), bootstrap-free he…
#>  7 radf_tt_cv    adf    Pivotal asymptotic critical values for radf_tt().       
#>  8 radf_sign     adf    Sign-based sPWY/sPSY test, exactly invariant to heteros…
#>  9 radf_sign_cv  adf    Critical values for radf_sign().                        
#> 10 radf_sign_dm  adf    Recursively demeaned sign-based test, robust to determi…
#> # ℹ 24 more rows
exuber_functions(family = "monitor")
#> # A tibble: 4 × 3
#>   name             family      description                                      
#>   <chr>            <chr>       <chr>                                            
#> 1 monitor          adf,monitor Real-time monitoring (Family A); reuses radf()'s…
#> 2 monitor_cusum    monitor     CUSUM/CUSUMV real-time monitoring, closed-form b…
#> 3 monitor_lbi      monitor     Sequential extension of lbi_test(), constant-bou…
#> 4 monitor_quantile monitor     QPWY/QPSY recursive quantile-regression monitori…
exuber_functions(family = "test")
#> # A tibble: 6 × 3
#>   name           family   description                                           
#>   <chr>          <chr>    <chr>                                                 
#> 1 lbi_test       test     Locally best invariant test for a bubble spanning the…
#> 2 ssu_test       test     Stochastic explosive-coefficient tests SSU/GSSU on sq…
#> 3 cusum_test     test     Retrospective CUSUM and CUSUM-of-squares bubble tests…
#> 4 quantile_test  test     Quantile-regression global test, an alternative to th…
#> 5 cobubble_test  test     KPSS-type co-explosive test between two series (Evrip…
#> 6 radf_sbz_union adf,test SBZ union-of-rejections test (supDF and supBZ, paired…

Look Up exuber's Test/Procedure Functions by Family

Arguments

Value

Examples

See also