Paket: r-cran-strucchange (1.5-4-1)

[ Kaynak: strucchange  ]

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.

Etiketler: Yazılım Geliştirme: GNU R Geliştirme, Kitaplıklar, Alan: İstatistikler, Geliştirildiği dil: implemented-in::r, role::app-data, Uygulama Takımı: GNU

r-cran-strucchange ile İlgili Diğer Paketler

• dep: libc6 (>= 2.29)

  GNU C Library: Shared libraries
  ayrıca şunun tarafından sağlanan bir sanal paket libc6-udeb

• dep: r-api-4.0

  sanal paketi sağlayan 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

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Mimari	Paket Boyutu	Kurulu Boyut	Dosyalar
armel	926,1 kB	1.053,0 kB	[dosya listesi]