[ Source: strucchange ]
Пакунок: r-cran-strucchange (1.5-1-2.1)
Links for r-cran-strucchange
Trisquel Resources:
Download Source Package strucchange:
Maintainer:
Original Maintainer:
- Dirk Eddelbuettel
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.
Інші пакунки пов'язані з r-cran-strucchange
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- dep: r-api-3.4
- virtual package provided by 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
Завантажити r-cran-strucchange
| Архітектура | Розмір пакунка | Розмір після встановлення | Файли |
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