[ 源代码: strucchange ]
软件包: r-cran-strucchange (1.5-1-2.1)
r-cran-strucchange 的相关链接
Trisquel 的资源:
下载源码包 strucchange:
维护者:
Original Maintainer:
- Dirk Eddelbuettel
相似软件包:
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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- dep: r-api-3.4
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