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r-cran-strucchange

r-cran-strucchange GNU R package for structural change regression estimation
Priority
Sectionmath
Installed size 1640
Maintainer Dirk Eddelbuettel <edd@debian.org>
Architecture all
Version 1.3-1-1
Depends r-base-core (>> 2.3.1), r-cran-zoo, r-cran-sandwich
Suggests r-cran-rmpi, r-cran-rpvm, r-cran-rsprng
File name pool/main/s/strucchange/r-cran-strucchange_1.3-1-1_all.deb
Description This package functions for testing, dating and monitoring of structural change in linear regression relationships. The strucchange package features tests/methods from the generalized fluctuation test framework as well as from the F test (Chow test) framework. This includes methods to fit, plot and test fluctuation processes (e.g., CUSUM, MOSUM, recursive/moving estimates) and F statistics, respectively. It is possible to monitor incoming data online using fluctuation processes. . Finally, the breakpoints in regression models with structural changes can be estimated together with confidence intervals. Emphasis is always given to methods for visualizing the data.


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