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[ Source: strucchange  ]

Paketti: r-cran-strucchange (1.5-2-1+1)

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.

Muut pakettiin r-cran-strucchange liittyvät paketit

  • depends
  • recommends
  • suggests
  • dep: libc6 (>= 2.29)
    GNU C Library: Shared libraries
    myös näennäispaketti, jonka toteuttaa libc6-udeb
  • dep: r-api-3.5
    näennäispaketti, jonka toteuttaa r-base-core
  • dep: r-base-core (>= 3.6.1-4)
    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

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