[ Zdroj: strucchange ]
Balík: r-cran-strucchange (1.5-1-2.1)
Odkazy pre r-cran-strucchange
Zdroje Trisquel:
Stiahnuť zdrojový balík strucchange:
Správca:
Original Maintainer:
- Dirk Eddelbuettel
Podobné balíky:
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.
Ostatné balíky súvisiace s balíkom r-cran-strucchange
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- dep: r-api-3.4
- virtuálny balík poskytovaný balíkom r-base-core
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- dep: r-base-core (>= 3.4.2-1ubuntu2)
- GNU R core of statistical computation and graphics system
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- dep: r-cran-sandwich
- GNU R package for model-robust standard error estimates
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- dep: r-cran-zoo
- GNU R package for totally ordered indexed observations
Stiahnuť r-cran-strucchange
| Architektúra | Veľkosť balíka | Nainštalovaná veľkosť | Súbory |
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| all | 829.2 kB | 953 kB | [zoznam súborov] |