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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  6 months and 17 hours ago 408 main
conda 948.2 kB | win-64/r-strucchange-1.5_4-r44h11b023d_0.conda  6 months and 17 hours ago 411 main
conda 942.0 kB | osx-64/r-strucchange-1.5_4-r43h199b6f9_0.conda  6 months and 17 hours ago 173 main
conda 944.1 kB | osx-64/r-strucchange-1.5_4-r44h199b6f9_0.conda  6 months and 17 hours ago 203 main
conda 945.8 kB | linux-64/r-strucchange-1.5_4-r44h2b5f3a1_0.conda  6 months and 17 hours ago 964 main
conda 943.0 kB | linux-64/r-strucchange-1.5_4-r43h2b5f3a1_0.conda  6 months and 17 hours ago 1041 main
conda 931.1 kB | win-64/r-strucchange-1.5_3-r43h11b023d_3.conda  7 months and 14 days ago 507 main
conda 934.6 kB | win-64/r-strucchange-1.5_3-r44h11b023d_3.conda  7 months and 14 days ago 520 main
conda 929.5 kB | osx-64/r-strucchange-1.5_3-r44h6b9d099_3.conda  7 months and 14 days ago 263 main
conda 927.8 kB | osx-64/r-strucchange-1.5_3-r43h6b9d099_3.conda  7 months and 14 days ago 264 main
conda 930.9 kB | linux-64/r-strucchange-1.5_3-r44hdb488b9_3.conda  7 months and 14 days ago 961 main
conda 929.1 kB | linux-64/r-strucchange-1.5_3-r43hdb488b9_3.conda  7 months and 14 days ago 1067 main
conda 933.7 kB | win-64/r-strucchange-1.5_3-r41h6d2157b_2.conda  1 year and 8 months ago 607 main
conda 927.4 kB | osx-64/r-strucchange-1.5_3-r42h6dc245f_2.conda  1 year and 8 months ago 283 main
conda 928.4 kB | osx-64/r-strucchange-1.5_3-r43h6dc245f_2.conda  1 year and 8 months ago 281 main
conda 929.9 kB | linux-64/r-strucchange-1.5_3-r43h57805ef_2.conda  1 year and 8 months ago 4023 main
conda 928.1 kB | linux-64/r-strucchange-1.5_3-r42h57805ef_2.conda  1 year and 8 months ago 2036 main
conda 965.2 kB | win-64/r-strucchange-1.5_3-r41h6d2157b_1.tar.bz2  2 years and 4 months ago 646 main
conda 957.3 kB | osx-64/r-strucchange-1.5_3-r41h815d134_1.tar.bz2  2 years and 4 months ago 107 main
conda 958.7 kB | osx-64/r-strucchange-1.5_3-r42h815d134_1.tar.bz2  2 years and 4 months ago 125 main
conda 956.1 kB | linux-64/r-strucchange-1.5_3-r41h06615bd_1.tar.bz2  2 years and 4 months ago 2185 main
conda 959.0 kB | linux-64/r-strucchange-1.5_3-r42h06615bd_1.tar.bz2  2 years and 4 months ago 2618 main
conda 998.3 kB | win-64/r-strucchange-1.5_3-r40h6d2157b_0.tar.bz2  2 years and 8 months ago 690 main
conda 963.9 kB | win-64/r-strucchange-1.5_3-r41h6d2157b_0.tar.bz2  2 years and 8 months ago 690 main
conda 956.6 kB | osx-64/r-strucchange-1.5_3-r41h67d6963_0.tar.bz2  2 years and 8 months ago 90 main
conda 956.5 kB | osx-64/r-strucchange-1.5_3-r40h67d6963_0.tar.bz2  2 years and 8 months ago 81 main
conda 952.4 kB | linux-64/r-strucchange-1.5_3-r41h06615bd_0.tar.bz2  2 years and 8 months ago 2225 main
conda 957.7 kB | linux-64/r-strucchange-1.5_3-r40h06615bd_0.tar.bz2  2 years and 8 months ago 2297 main
conda 1019.0 kB | win-64/r-strucchange-1.5_2-r40h6d2157b_1.tar.bz2  3 years and 9 months ago 853 main
conda 991.0 kB | win-64/r-strucchange-1.5_2-r41h6d2157b_1.tar.bz2  3 years and 9 months ago 866 main
conda 982.7 kB | osx-64/r-strucchange-1.5_2-r40h28b5c78_1.tar.bz2  3 years and 9 months ago 174 main
conda 981.9 kB | osx-64/r-strucchange-1.5_2-r41h28b5c78_1.tar.bz2  3 years and 9 months ago 253 main
conda 985.5 kB | linux-64/r-strucchange-1.5_2-r40hcfec24a_1.tar.bz2  3 years and 9 months ago 2598 main
conda 983.3 kB | linux-64/r-strucchange-1.5_2-r41hcfec24a_1.tar.bz2  3 years and 9 months ago 3510 main
conda 1020.2 kB | win-64/r-strucchange-1.5_2-r36hda5aaf8_1.tar.bz2  4 years and 9 months ago 1214 main
conda 1020.6 kB | win-64/r-strucchange-1.5_2-r40hda5aaf8_1.tar.bz2  4 years and 9 months ago 1081 main
conda 982.0 kB | osx-64/r-strucchange-1.5_2-r40h17f1fa6_1.tar.bz2  4 years and 9 months ago 373 main
conda 984.1 kB | osx-64/r-strucchange-1.5_2-r36h17f1fa6_1.tar.bz2  4 years and 9 months ago 399 main
conda 979.1 kB | linux-64/r-strucchange-1.5_2-r40hcdcec82_1.tar.bz2  4 years and 9 months ago 3486 main
conda 986.4 kB | linux-64/r-strucchange-1.5_2-r36hcdcec82_1.tar.bz2  4 years and 9 months ago 4268 main
conda 1017.5 kB | win-64/r-strucchange-1.5_2-r35hda5aaf8_0.tar.bz2  5 years and 2 months ago 1128 main cf202003
conda 1.0 MB | win-64/r-strucchange-1.5_2-r36hda5aaf8_0.tar.bz2  5 years and 2 months ago 1154 main cf202003
conda 979.5 kB | osx-64/r-strucchange-1.5_2-r35h17f1fa6_0.tar.bz2  5 years and 2 months ago 339 main cf202003
conda 984.8 kB | osx-64/r-strucchange-1.5_2-r36h17f1fa6_0.tar.bz2  5 years and 2 months ago 354 main cf202003
conda 986.3 kB | linux-64/r-strucchange-1.5_2-r36hcdcec82_0.tar.bz2  5 years and 2 months ago 4275 main cf202003
conda 977.5 kB | linux-64/r-strucchange-1.5_2-r35hcdcec82_0.tar.bz2  5 years and 2 months ago 3666 main cf202003
conda 963.7 kB | noarch/r-strucchange-1.5_1-r35h6115d3f_1002.tar.bz2  5 years and 7 months ago 3896 main cf202003
conda 968.7 kB | noarch/r-strucchange-1.5_1-r36h6115d3f_1002.tar.bz2  5 years and 7 months ago 3960 main cf202003
conda 960.7 kB | noarch/r-strucchange-1.5_1-r351h6115d3f_1001.tar.bz2  6 years and 3 months ago 4592 main cf202003 gcc7 cf201901
conda 988.4 kB | win-64/r-strucchange-1.5_1-r351h6115d3f_1.tar.bz2  6 years and 5 months ago 1727 main cf202003 cf201901

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