Package: r-cran-strucchange (1.3-7-2) [universe]
Links for r-cran-strucchange
Download Source Package strucchange:
Original Maintainer (usually from Debian):
- Dirk Eddelbuettel
It should generally not be necessary for users to contact the original maintainer.
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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