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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.

copied from cf-staging / r-strucchange
Type Size Name Uploaded Downloads Labels
conda 946.3 kB | win-64/r-strucchange-1.5_4-r43h11b023d_0.conda  7 months and 1 day ago 422 main
conda 948.2 kB | win-64/r-strucchange-1.5_4-r44h11b023d_0.conda  7 months and 1 day ago 433 main
conda 942.0 kB | osx-64/r-strucchange-1.5_4-r43h199b6f9_0.conda  7 months and 1 day ago 181 main
conda 944.1 kB | osx-64/r-strucchange-1.5_4-r44h199b6f9_0.conda  7 months and 1 day ago 215 main
conda 945.8 kB | linux-64/r-strucchange-1.5_4-r44h2b5f3a1_0.conda  7 months and 1 day ago 1121 main
conda 943.0 kB | linux-64/r-strucchange-1.5_4-r43h2b5f3a1_0.conda  7 months and 1 day ago 1198 main
conda 931.1 kB | win-64/r-strucchange-1.5_3-r43h11b023d_3.conda  8 months and 18 days ago 515 main
conda 934.6 kB | win-64/r-strucchange-1.5_3-r44h11b023d_3.conda  8 months and 18 days ago 526 main
conda 929.5 kB | osx-64/r-strucchange-1.5_3-r44h6b9d099_3.conda  8 months and 18 days ago 268 main
conda 927.8 kB | osx-64/r-strucchange-1.5_3-r43h6b9d099_3.conda  8 months and 18 days ago 267 main
conda 930.9 kB | linux-64/r-strucchange-1.5_3-r44hdb488b9_3.conda  8 months and 18 days ago 1034 main
conda 929.1 kB | linux-64/r-strucchange-1.5_3-r43hdb488b9_3.conda  8 months and 18 days ago 1139 main
conda 933.7 kB | win-64/r-strucchange-1.5_3-r41h6d2157b_2.conda  1 year and 9 months ago 617 main
conda 927.4 kB | osx-64/r-strucchange-1.5_3-r42h6dc245f_2.conda  1 year and 9 months ago 286 main
conda 928.4 kB | osx-64/r-strucchange-1.5_3-r43h6dc245f_2.conda  1 year and 9 months ago 283 main
conda 929.9 kB | linux-64/r-strucchange-1.5_3-r43h57805ef_2.conda  1 year and 9 months ago 4092 main
conda 928.1 kB | linux-64/r-strucchange-1.5_3-r42h57805ef_2.conda  1 year and 9 months ago 2121 main
conda 965.2 kB | win-64/r-strucchange-1.5_3-r41h6d2157b_1.tar.bz2  2 years and 5 months ago 647 main
conda 957.3 kB | osx-64/r-strucchange-1.5_3-r41h815d134_1.tar.bz2  2 years and 5 months ago 107 main
conda 958.7 kB | osx-64/r-strucchange-1.5_3-r42h815d134_1.tar.bz2  2 years and 5 months ago 125 main
conda 956.1 kB | linux-64/r-strucchange-1.5_3-r41h06615bd_1.tar.bz2  2 years and 5 months ago 2269 main
conda 959.0 kB | linux-64/r-strucchange-1.5_3-r42h06615bd_1.tar.bz2  2 years and 5 months ago 2688 main
conda 998.3 kB | win-64/r-strucchange-1.5_3-r40h6d2157b_0.tar.bz2  2 years and 9 months ago 691 main
conda 963.9 kB | win-64/r-strucchange-1.5_3-r41h6d2157b_0.tar.bz2  2 years and 9 months ago 691 main
conda 956.6 kB | osx-64/r-strucchange-1.5_3-r41h67d6963_0.tar.bz2  2 years and 9 months ago 90 main
conda 956.5 kB | osx-64/r-strucchange-1.5_3-r40h67d6963_0.tar.bz2  2 years and 9 months ago 81 main
conda 952.4 kB | linux-64/r-strucchange-1.5_3-r41h06615bd_0.tar.bz2  2 years and 9 months ago 2299 main
conda 957.7 kB | linux-64/r-strucchange-1.5_3-r40h06615bd_0.tar.bz2  2 years and 9 months ago 2376 main
conda 1019.0 kB | win-64/r-strucchange-1.5_2-r40h6d2157b_1.tar.bz2  3 years and 10 months ago 854 main
conda 991.0 kB | win-64/r-strucchange-1.5_2-r41h6d2157b_1.tar.bz2  3 years and 10 months ago 868 main
conda 982.7 kB | osx-64/r-strucchange-1.5_2-r40h28b5c78_1.tar.bz2  3 years and 10 months ago 174 main
conda 981.9 kB | osx-64/r-strucchange-1.5_2-r41h28b5c78_1.tar.bz2  3 years and 10 months ago 253 main
conda 985.5 kB | linux-64/r-strucchange-1.5_2-r40hcfec24a_1.tar.bz2  3 years and 10 months ago 2672 main
conda 983.3 kB | linux-64/r-strucchange-1.5_2-r41hcfec24a_1.tar.bz2  3 years and 10 months ago 3579 main
conda 1020.2 kB | win-64/r-strucchange-1.5_2-r36hda5aaf8_1.tar.bz2  4 years and 11 months ago 1216 main
conda 1020.6 kB | win-64/r-strucchange-1.5_2-r40hda5aaf8_1.tar.bz2  4 years and 11 months ago 1082 main
conda 982.0 kB | osx-64/r-strucchange-1.5_2-r40h17f1fa6_1.tar.bz2  4 years and 11 months ago 373 main
conda 984.1 kB | osx-64/r-strucchange-1.5_2-r36h17f1fa6_1.tar.bz2  4 years and 11 months ago 399 main
conda 979.1 kB | linux-64/r-strucchange-1.5_2-r40hcdcec82_1.tar.bz2  4 years and 11 months ago 3554 main
conda 986.4 kB | linux-64/r-strucchange-1.5_2-r36hcdcec82_1.tar.bz2  4 years and 11 months ago 4340 main
conda 1017.5 kB | win-64/r-strucchange-1.5_2-r35hda5aaf8_0.tar.bz2  5 years and 3 months ago 1130 main cf202003
conda 1.0 MB | win-64/r-strucchange-1.5_2-r36hda5aaf8_0.tar.bz2  5 years and 3 months ago 1155 main cf202003
conda 979.5 kB | osx-64/r-strucchange-1.5_2-r35h17f1fa6_0.tar.bz2  5 years and 3 months ago 339 main cf202003
conda 984.8 kB | osx-64/r-strucchange-1.5_2-r36h17f1fa6_0.tar.bz2  5 years and 3 months ago 354 main cf202003
conda 986.3 kB | linux-64/r-strucchange-1.5_2-r36hcdcec82_0.tar.bz2  5 years and 3 months ago 4348 main cf202003
conda 977.5 kB | linux-64/r-strucchange-1.5_2-r35hcdcec82_0.tar.bz2  5 years and 3 months ago 3740 main cf202003
conda 963.7 kB | noarch/r-strucchange-1.5_1-r35h6115d3f_1002.tar.bz2  5 years and 8 months ago 3947 main cf202003
conda 968.7 kB | noarch/r-strucchange-1.5_1-r36h6115d3f_1002.tar.bz2  5 years and 8 months ago 4013 main cf202003
conda 960.7 kB | noarch/r-strucchange-1.5_1-r351h6115d3f_1001.tar.bz2  6 years and 4 months ago 4646 main cf202003 gcc7 cf201901
conda 988.4 kB | win-64/r-strucchange-1.5_1-r351h6115d3f_1.tar.bz2  6 years and 6 months ago 1729 main cf202003 cf201901

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