| Paketname | r-cran-strucchange |
| Beschreibung | GNU R package for structural change regression estimation |
| Archiv/Repository | Offizielles Debian Archiv squeeze (main) |
| Version | 1.4-1-1 |
| Sektion | gnu-r |
| Priorität | optional |
| Installierte Größe | 1244 Byte |
| Hängt ab von | r-base-core (>= 2.11.1), r-cran-zoo, r-cran-sandwich |
| Empfohlene Pakete | |
| Paketbetreuer | Dirk Eddelbuettel |
| Quelle | strucchange |
| Paketgröße | 963624 Byte |
| Prüfsumme MD5 | 5adc30f4d3029b4f356b5b515160f5c5 |
| Prüfsumme SHA1 | 92355fd0cae24d85e82427e99fdaafae7d014e7d |
| Prüfsumme SHA256 | a6e73a5c28d32a892cfd24f7f206c03371fbe330b56a21966c88776c352863e4 |
| Link zum Herunterladen | r-cran-strucchange_1.4-1-1_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.
|