| Name : R-strucchange
| |
| Version : 1.5_0
| Vendor : obs://build_opensuse_org/devel:languages:R
|
| Release : 1.38
| Date : 2024-06-14 10:46:17
|
| Group : Development/Libraries/Other
| Source RPM : R-strucchange-1.5_0-1.38.src.rpm
|
| Size : 0.98 MB
| |
| Packager : (none)
| |
| Summary : Testing, Monitoring, and Dating Structural Changes
|
Description :
Testing, monitoring and dating structural changes in (linear) regression
models. strucchange 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.
|
RPM found in directory: /packages/linux-pbone/ftp5.gwdg.de/pub/opensuse/repositories/devel:/languages:/R:/released/SLE_15/x86_64 |
