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[ Source: strucchange  ]

Package: r-cran-strucchange (1.3-7-2) [universe]

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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.

Other Packages Related to r-cran-strucchange

  • depends
  • recommends
  • suggests
  • dep: r-base-core (>= 2.10.0)
    GNU R core of statistical computation and graphics system
  • dep: r-cran-sandwich
    GNU R package for model-robust standard error estimates
  • dep: r-cran-zoo
    GNU R package for totally ordered indexed observations

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