Package: r-cran-strucchange (1.3-2-1) [universe]
Links for r-cran-strucchange
Ubuntu Resources:
Download Source Package strucchange:
Maintainer:
Please consider filing a bug or asking a question via Launchpad before contacting the maintainer directly.
Original Maintainer (usually from Debian):
- Dirk Eddelbuettel
It should generally not be necessary for users to contact the original maintainer.
Similar packages:
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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Download r-cran-strucchange
| Architecture | Package Size | Installed Size | Files |
|---|---|---|---|
| all | 757.5 kB | 1,684.0 kB | [list of files] |