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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 16 days ago 425 main
conda 948.2 kB | win-64/r-strucchange-1.5_4-r44h11b023d_0.conda  7 months and 16 days ago 434 main
conda 942.0 kB | osx-64/r-strucchange-1.5_4-r43h199b6f9_0.conda  7 months and 16 days ago 186 main
conda 944.1 kB | osx-64/r-strucchange-1.5_4-r44h199b6f9_0.conda  7 months and 16 days ago 217 main
conda 945.8 kB | linux-64/r-strucchange-1.5_4-r44h2b5f3a1_0.conda  7 months and 16 days ago 1173 main
conda 943.0 kB | linux-64/r-strucchange-1.5_4-r43h2b5f3a1_0.conda  7 months and 16 days ago 1267 main
conda 931.1 kB | win-64/r-strucchange-1.5_3-r43h11b023d_3.conda  9 months and 2 days ago 516 main
conda 934.6 kB | win-64/r-strucchange-1.5_3-r44h11b023d_3.conda  9 months and 2 days ago 527 main
conda 929.5 kB | osx-64/r-strucchange-1.5_3-r44h6b9d099_3.conda  9 months and 2 days ago 272 main
conda 927.8 kB | osx-64/r-strucchange-1.5_3-r43h6b9d099_3.conda  9 months and 2 days ago 271 main
conda 930.9 kB | linux-64/r-strucchange-1.5_3-r44hdb488b9_3.conda  9 months and 2 days ago 1072 main
conda 929.1 kB | linux-64/r-strucchange-1.5_3-r43hdb488b9_3.conda  9 months and 2 days ago 1167 main
conda 933.7 kB | win-64/r-strucchange-1.5_3-r41h6d2157b_2.conda  1 year and 10 months ago 618 main
conda 927.4 kB | osx-64/r-strucchange-1.5_3-r42h6dc245f_2.conda  1 year and 10 months ago 287 main
conda 928.4 kB | osx-64/r-strucchange-1.5_3-r43h6dc245f_2.conda  1 year and 10 months ago 284 main
conda 929.9 kB | linux-64/r-strucchange-1.5_3-r43h57805ef_2.conda  1 year and 10 months ago 4133 main
conda 928.1 kB | linux-64/r-strucchange-1.5_3-r42h57805ef_2.conda  1 year and 10 months ago 2161 main
conda 965.2 kB | win-64/r-strucchange-1.5_3-r41h6d2157b_1.tar.bz2  2 years and 6 months ago 647 main
conda 957.3 kB | osx-64/r-strucchange-1.5_3-r41h815d134_1.tar.bz2  2 years and 6 months ago 107 main
conda 958.7 kB | osx-64/r-strucchange-1.5_3-r42h815d134_1.tar.bz2  2 years and 6 months ago 125 main
conda 956.1 kB | linux-64/r-strucchange-1.5_3-r41h06615bd_1.tar.bz2  2 years and 6 months ago 2308 main
conda 959.0 kB | linux-64/r-strucchange-1.5_3-r42h06615bd_1.tar.bz2  2 years and 6 months ago 2729 main
conda 998.3 kB | win-64/r-strucchange-1.5_3-r40h6d2157b_0.tar.bz2  2 years and 10 months ago 691 main
conda 963.9 kB | win-64/r-strucchange-1.5_3-r41h6d2157b_0.tar.bz2  2 years and 10 months ago 691 main
conda 956.6 kB | osx-64/r-strucchange-1.5_3-r41h67d6963_0.tar.bz2  2 years and 10 months ago 90 main
conda 956.5 kB | osx-64/r-strucchange-1.5_3-r40h67d6963_0.tar.bz2  2 years and 10 months ago 81 main
conda 952.4 kB | linux-64/r-strucchange-1.5_3-r41h06615bd_0.tar.bz2  2 years and 10 months ago 2340 main
conda 957.7 kB | linux-64/r-strucchange-1.5_3-r40h06615bd_0.tar.bz2  2 years and 10 months ago 2410 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 2709 main
conda 983.3 kB | linux-64/r-strucchange-1.5_2-r41hcfec24a_1.tar.bz2  3 years and 10 months ago 3614 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 3594 main
conda 986.4 kB | linux-64/r-strucchange-1.5_2-r36hcdcec82_1.tar.bz2  4 years and 11 months ago 4378 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 4382 main cf202003
conda 977.5 kB | linux-64/r-strucchange-1.5_2-r35hcdcec82_0.tar.bz2  5 years and 3 months ago 3774 main cf202003
conda 963.7 kB | noarch/r-strucchange-1.5_1-r35h6115d3f_1002.tar.bz2  5 years and 9 months ago 3980 main cf202003
conda 968.7 kB | noarch/r-strucchange-1.5_1-r36h6115d3f_1002.tar.bz2  5 years and 9 months ago 4042 main cf202003
conda 960.7 kB | noarch/r-strucchange-1.5_1-r351h6115d3f_1001.tar.bz2  6 years and 5 months ago 4677 main cf202003 gcc7 cf201901
conda 988.4 kB | win-64/r-strucchange-1.5_1-r351h6115d3f_1.tar.bz2  6 years and 7 months ago 1729 main cf202003 cf201901

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