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[ Paquet source : strucchange  ]

Paquet : r-cran-strucchange (1.5-2-1+1build1)

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.

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Architecture Taille du paquet Espace occupé une fois installé Fichiers
amd64 934,2 ko1071 ko [liste des fichiers]
arm64 933,4 ko1067 ko [liste des fichiers]
armhf 933,4 ko1063 ko [liste des fichiers]
ppc64el 934,5 ko1123 ko [liste des fichiers]