套件：r-cran-strucchange（1.5-3-1）

[ 原始碼： 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.

標籤: 軟體開發: GNU 開發, 函式庫, 領域: 統計學, 實做語言: implemented-in::r, role::app-data, 應用程式集: GNU

其他與 r-cran-strucchange 有關的套件

• dep: libc6 (>= 2.29)

  GNU C 函式庫：共用函式庫
  同時作為一個虛擬套件由這些套件填實： libc6-udeb

• dep: r-api-4.0

  本虛擬套件由這些套件填實： r-base-core

• dep: r-base-core (>= 4.2.0-1)

  GNU R core of statistical computation and graphics system

• 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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s390x	908。2 kB	1，120。0 kB	[檔案列表]