| Name : R-multibreakeR
| |
| Version : 0.1.0
| Vendor : obs://build_opensuse_org/devel:languages:R
|
| Release : lp155.2.1
| Date : 2024-06-07 16:15:06
|
| Group : Development/Libraries/Other
| Source RPM : R-multibreakeR-0.1.0-lp155.2.1.src.rpm
|
| Size : 0.07 MB
| |
| Packager : https://www_suse_com/
| |
| Summary : Tests for a Structural Change in Multivariate Time Series
|
Description :
Flexible implementation of a structural change point detection
algorithm for multivariate time series. It authorizes inclusion of
trends, exogenous variables, and break test on the intercept or on the
full vector autoregression system. Bai, Lumsdaine, and Stock (1998)
< doi:10.1111/1467-937X.00051>.
|
RPM found in directory: /packages/linux-pbone/ftp5.gwdg.de/pub/opensuse/repositories/devel:/languages:/R:/autoCRAN/15.5/x86_64 |
