{"id":18744552,"url":"https://github.com/avoss84/bayesian_unitroots","last_synced_at":"2025-04-12T21:32:35.860Z","repository":{"id":56772413,"uuid":"524965879","full_name":"AVoss84/bayesian_unitroots","owner":"AVoss84","description":"R code for paper 'Bayesian model selection for unit root testing with multiple structural breaks'","archived":false,"fork":false,"pushed_at":"2022-08-15T12:07:19.000Z","size":54,"stargazers_count":1,"open_issues_count":0,"forks_count":4,"subscribers_count":1,"default_branch":"main","last_synced_at":"2025-03-26T15:54:28.046Z","etag":null,"topics":["bayesian-inference","change-detection","hypothesis-testing","nonstationarity","time-series-analysis"],"latest_commit_sha":null,"homepage":"","language":"R","has_issues":true,"has_wiki":null,"has_pages":null,"mirror_url":null,"source_name":null,"license":null,"status":null,"scm":"git","pull_requests_enabled":true,"icon_url":"https://github.com/AVoss84.png","metadata":{"files":{"readme":"README.md","changelog":null,"contributing":null,"funding":null,"license":null,"code_of_conduct":null,"threat_model":null,"audit":null,"citation":null,"codeowners":null,"security":null,"support":null}},"created_at":"2022-08-15T11:46:31.000Z","updated_at":"2023-09-13T23:19:02.000Z","dependencies_parsed_at":"2022-08-16T02:30:41.267Z","dependency_job_id":null,"html_url":"https://github.com/AVoss84/bayesian_unitroots","commit_stats":null,"previous_names":[],"tags_count":0,"template":false,"template_full_name":null,"repository_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories/AVoss84%2Fbayesian_unitroots","tags_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories/AVoss84%2Fbayesian_unitroots/tags","releases_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories/AVoss84%2Fbayesian_unitroots/releases","manifests_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories/AVoss84%2Fbayesian_unitroots/manifests","owner_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/owners/AVoss84","download_url":"https://codeload.github.com/AVoss84/bayesian_unitroots/tar.gz/refs/heads/main","host":{"name":"GitHub","url":"https://github.com","kind":"github","repositories_count":248636193,"owners_count":21137396,"icon_url":"https://github.com/github.png","version":null,"created_at":"2022-05-30T11:31:42.601Z","updated_at":"2022-07-04T15:15:14.044Z","host_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub","repositories_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories","repository_names_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repository_names","owners_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/owners"}},"keywords":["bayesian-inference","change-detection","hypothesis-testing","nonstationarity","time-series-analysis"],"created_at":"2024-11-07T16:15:13.743Z","updated_at":"2025-04-12T21:32:35.531Z","avatar_url":"https://github.com/AVoss84.png","language":"R","funding_links":[],"categories":[],"sub_categories":[],"readme":"# Source code\nR source files for *Vosseler, Alexander (2016):* [*Bayesian model selection for unit root testing with multiple structural breaks*](https://www.sciencedirect.com/science/article/abs/pii/S0167947314002485) published in *Computational Statistics \u0026 Data Analysis (CSDA)*.\n\n*bayes.urtest.R*: Main wrapper file for the unit root testing procedure\n\n*rjbreak_ADF5/6.R*: Core algorithm as described in the paper, Reversible jump MCMC, which is called in bayes.urtest.R among others\n\n*Unemployment_rates_data_analysis_Rev_Jump_unitroot.R*: Shows how unit root test can be applied to real time series\n\n","project_url":"https://awesome.ecosyste.ms/api/v1/projects/github.com%2Favoss84%2Fbayesian_unitroots","html_url":"https://awesome.ecosyste.ms/projects/github.com%2Favoss84%2Fbayesian_unitroots","lists_url":"https://awesome.ecosyste.ms/api/v1/projects/github.com%2Favoss84%2Fbayesian_unitroots/lists"}