[ 原始碼： strucchange ]
套件： r-cran-strucchange (1.5-1-2.1)
r-cran-strucchange 的相關超連結
Trisquel 的資源：
下載原始碼套件 strucchange：
維護者：
Original Maintainer:
- Dirk Eddelbuettel
相似套件：
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.
其他與 r-cran-strucchange 有關的套件
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- dep: r-api-3.4
- 本虛擬套件由這些套件提供： 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