Pakket: r-cran-strucchange (1.5-4-1) [debports]

[ Bron:  ]

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.

Andere aan r-cran-strucchange gerelateerde pakketten

• dep: libblas3

  Basic Linear Algebra Reference implementations, shared library

  of libblas.so.3

  virtueel pakket geboden door libatlas3-base, libblas3, libblis4-openmp, libblis4-pthread, libblis4-serial, libopenblas0-openmp, libopenblas0-pthread, libopenblas0-serial

• dep: libc6 (>= 2.29)

  GNU C Bibliotheek: Gedeelde bibliotheken
  Ook een virtueel pakket geboden door: libc6-udeb

• dep: libgfortran5 (>= 8)

  Runtime library for GNU Fortran applications

• dep: liblapack3

  Library of linear algebra routines 3 - shared version

  of liblapack.so.3

  virtueel pakket geboden door libatlas3-base, liblapack3, libopenblas0-openmp, libopenblas0-pthread, libopenblas0-serial

• dep: r-api-4.0

  virtueel pakket geboden door r-base-core

• dep: r-cran-sandwich

  GNU R package for model-robust standard error estimates

• dep: r-cran-zoo

  GNU R package for totally ordered indexed observations

r-cran-strucchange downloaden

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Platform	Pakketgrootte	Geïnstalleerde grootte	Bestanden
sparc64 (unofficial port)	924,4 kB	2.067,0 kB	[overzicht]