eLxr packages [ bianca ]
[ Paquet source : strucchange ]
Paquet : r-cran-strucchange (1.5-4-1)
Liens pour r-cran-strucchange
Télécharger le paquet source strucchange :
Responsable :
Ressources externes :
- Page d'accueil [cran.r-project.org]
Paquets similaires :
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.
Autres paquets associés à r-cran-strucchange
|
|
|
|
-
- dep: libc6 (>= 2.29)
- GNU C Library: Shared libraries
un paquet virtuel est également fourni par libc6-udeb
-
- dep: r-api-4.0
- paquet virtuel fourni par r-base-core
-
- 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
Télécharger r-cran-strucchange
| Architecture | Taille du paquet | Espace occupé une fois installé | Fichiers |
|---|---|---|---|
| amd64 | 925,1 ko | 1 054,0 ko | [liste des fichiers] |
| arm64 | 925,1 ko | 1 106,0 ko | [liste des fichiers] |