# fjohansen 0.1.0

Initial CRAN release.

## Features

* `johansen_fourier()` -- Johansen cointegration test with Fourier-type
  smooth nonlinear deterministic trends restricted to cointegrating
  relations, following Kurita and Shintani (2025).
* Six model variants supported: `CNR`, `LNR`, `CNU`, `LNU`, plus the
  standard constant- and linear-trend restricted Johansen models.
* `psy_wald_test()`, `select_frequencies()`,
  `select_frequencies_univariate()` -- FGLS Wald frequency-selection
  pre-step of Perron, Shintani and Yabu (2017).
* `simulate_limit_distribution()`, `simulate_limit_moments()` --
  vectorised Monte-Carlo simulators for the limiting trace distribution,
  with a per-session in-memory cache (`clear_jf_cache()`).
* `jf_quantile()`, `jf_p_value()`, `jf_moments()`,
  `CNR_TABLE_B1` -- bundled critical-value tables and a
  Gamma-approximation p-value.
* DGP helpers: `generate_nf_dgp1()` ... `generate_nf_dgp4()`,
  `generate_f_dgp1()`, `generate_f_dgp2()`, plus a `sample_jgb_data()`
  utility.
* Tables: `format_trace_table()`, `format_trace_latex()`,
  `format_trace_html()`.
* Plotting (ggplot2): `plot_series()`, `plot_limit_density()`,
  `plot_eigenvalues()`, `plot_long_run()`, `plot_risk_premium()`,
  `plot_residual_diagnostics()`, `set_paper_theme()`.
* S3 methods for `johansen_fourier` objects: `print`, `summary`, `plot`,
  `coef`, `residuals`.
