PKG=LNFr-strucchange
ARCH=i386
VERSION=1.3
SERIALNUM=007
NAME=R:strucchange - Testing, Monitoring and Dating Structural Changes
CATEGORY=misc,graphics,util,application
EMAIL=developers@linofee.org
VENDOR=LINOFEE, http://www.linofee.org
BASEDIR=/opt
DESC=R library: Testing, monitoring and dating structural changes in (linear) regression models. strucchange 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.
LICINFO=GNU General Public License, Version 2, June 1991
LICURL=http://www.gnu.org/licenses/gpl-2.0.html
LICFILE=gpl2.txt
PSTAMP=idev220100212214231
CLASSES=none