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| Distribution |
Debian unstable |
| Abteilung |
gnu-r |
| Quelle |
strucchange |
| Version |
1.4-0-1 |
| Maintainer |
Dirk Eddelbuettel <edd@debian.org>
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| Beschreibung |
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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| Abhängig von | r-base-core (>= 2.10.1), r-cran-sandwich, r-cran-zoo |
| Offizielle Seiten |
Paket
Entwicklerinformationen
Bugs (Binärpaket)
Bugs (Quellpaket) |
| Download |
all |
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