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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-post-staging / r-strucchange
Type Size Name Uploaded Downloads Labels
conda 927.4 kB | osx-64/r-strucchange-1.5_3-r42h6dc245f_2.conda  1 year and 10 months ago 288 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 4174 main
conda 928.1 kB | linux-64/r-strucchange-1.5_3-r42h57805ef_2.conda  1 year and 10 months ago 2205 main
conda 965.2 kB | win-64/r-strucchange-1.5_3-r41h6d2157b_1.tar.bz2  2 years and 6 months ago 648 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 2354 main
conda 959.0 kB | linux-64/r-strucchange-1.5_3-r42h06615bd_1.tar.bz2  2 years and 6 months ago 2771 main
conda 998.3 kB | win-64/r-strucchange-1.5_3-r40h6d2157b_0.tar.bz2  2 years and 10 months ago 692 main
conda 963.9 kB | win-64/r-strucchange-1.5_3-r41h6d2157b_0.tar.bz2  2 years and 10 months ago 692 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 2384 main
conda 957.7 kB | linux-64/r-strucchange-1.5_3-r40h06615bd_0.tar.bz2  2 years and 10 months ago 2454 main
conda 1019.0 kB | win-64/r-strucchange-1.5_2-r40h6d2157b_1.tar.bz2  3 years and 11 months ago 855 main
conda 991.0 kB | win-64/r-strucchange-1.5_2-r41h6d2157b_1.tar.bz2  3 years and 11 months ago 869 main
conda 982.7 kB | osx-64/r-strucchange-1.5_2-r40h28b5c78_1.tar.bz2  3 years and 11 months ago 174 main
conda 981.9 kB | osx-64/r-strucchange-1.5_2-r41h28b5c78_1.tar.bz2  3 years and 11 months ago 253 main
conda 985.5 kB | linux-64/r-strucchange-1.5_2-r40hcfec24a_1.tar.bz2  3 years and 11 months ago 2752 main
conda 983.3 kB | linux-64/r-strucchange-1.5_2-r41hcfec24a_1.tar.bz2  3 years and 11 months ago 3655 main
conda 1020.2 kB | win-64/r-strucchange-1.5_2-r36hda5aaf8_1.tar.bz2  5 years and 7 hours ago 1217 main
conda 1020.6 kB | win-64/r-strucchange-1.5_2-r40hda5aaf8_1.tar.bz2  5 years and 7 hours ago 1083 main
conda 982.0 kB | osx-64/r-strucchange-1.5_2-r40h17f1fa6_1.tar.bz2  5 years and 8 hours ago 373 main
conda 984.1 kB | osx-64/r-strucchange-1.5_2-r36h17f1fa6_1.tar.bz2  5 years and 8 hours ago 399 main

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