BayesSplineUR: Bayesian Unit Root Test for AR(1) Model with Trend Approximated by Linear Spline Function

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>.

Version:	0.1.0
Depends:	R (≥ 3.5.0)
Imports:	stats, graphics
Suggests:	knitr, rmarkdown, testthat (≥ 3.0.0)
Published:	2026-08-06
DOI:	10.32614/CRAN.package.BayesSplineUR
Author:	Shikhar Tyagi [aut, cre], Arvind Pandey [aut], Bhupendra Singh [aut], Vrijesh Tripathi [aut]
Maintainer:	Shikhar Tyagi <shikhar1093tyagi at gmail.com>
License:	GPL (≥ 3)
NeedsCompilation:	no
Citation:	BayesSplineUR citation info
CRAN checks:	BayesSplineUR results

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