Paketti: r-cran-strucchange (1.5-1-3)

[ Source: strucchange  ]

GNU R package for structural change regression estimation

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.

Tagit: Software Development: GNU R Development, Kirjastot, Field: Statistics, Implemented in: implemented-in::r, role::app-data, Application Suite: GNU

Muut pakettiin r-cran-strucchange liittyvät paketit

• dep: r-api-3.5

  näennäispaketti, jonka toteuttaa r-base-core

• dep: r-base-core (>= 3.5.0-5)

  GNU R core of statistical computation and graphics system

• dep: r-cran-sandwich

  GNU R package for model-robust standard error estimates

• dep: r-cran-zoo

  GNU R package for totally ordered indexed observations

Imuroi r-cran-strucchange

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