| Name : R-strucchangeRcpp
| |
| Version : 1.5.3.1.0.4
| Vendor : obs://build_opensuse_org/devel:languages:R
|
| Release : lp153.2.16
| Date : 2024-09-12 10:43:32
|
| Group : Development/Libraries/Other
| Source RPM : R-strucchangeRcpp-1.5.3.1.0.4-lp153.2.16.src.rpm
|
| Size : 1.58 MB
| |
| Packager : (none)
| |
| Summary : Testing, Monitoring, and Dating Structural Changes: C++ Version
|
Description :
A fast implementation with additional experimental features for
testing, monitoring and dating structural changes in (linear)
regression models. \'strucchangeRcpp\' 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. cumulative/moving sum, recursive/moving
estimates) and F statistics, respectively. These methods are described
in Zeileis et al. (2002) < doi:10.18637/jss.v007.i02>. Finally, the
breakpoints in regression models with structural changes can be
estimated together with confidence intervals, and their magnitude as
well as the model fit can be evaluated using a variety of statistical
measures.
|
RPM found in directory: /packages/linux-pbone/ftp5.gwdg.de/pub/opensuse/repositories/devel:/languages:/R:/autoCRAN/openSUSE_Leap_15.3/x86_64 |
