[ 源代码： strucchange ]
软件包：r-cran-strucchange（1.5-2-1+1 以及其他的）
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.
其他与 r-cran-strucchange 有关的软件包
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- dep: libc6 (>= 2.29)
- GNU C 语言运行库：共享库
同时作为一个虚包由这些包填实： libc6-udeb
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- dep: r-api-4.0
- 本虚包由这些包填实： r-base-core
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- dep: r-base-core (>= 4.0.0-3)
- GNU R core of statistical computation and graphics system
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- dep: r-cran-sandwich
- GNU R package for model-robust standard error estimates
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- dep: r-cran-zoo
- GNU R package for totally ordered indexed observations