| Paketname | r-cran-strucchange |
| Beschreibung | GNU R package for structural change regression estimation |
| Archiv/Repository | Offizielles Ubuntu Archiv lucid (universe) |
| Version | 1.3-7-2 |
| Sektion | universe/math |
| Priorität | optional |
| Installierte Größe | 1124 Byte |
| Hängt ab von | r-base-core (>= 2.10.0), r-cran-zoo, r-cran-sandwich |
| Empfohlene Pakete | |
| Paketbetreuer | Ubuntu Developers |
| Quelle | strucchange |
| Paketgröße | 782366 Byte |
| Prüfsumme MD5 | 79107f43a3d7ded6d2d19d8706b10743 |
| Prüfsumme SHA1 | a3ec2e448307aa9118f6836e064d794d26c88f71 |
| Prüfsumme SHA256 | 7c12be893305b823c177e072fa0466c0e69090dc8304f266a30b155361b872ef |
| Link zum Herunterladen | r-cran-strucchange_1.3-7-2_all.deb |
| Ausführliche Beschreibung | 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.
|