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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 963.7 kB | noarch/r-strucchange-1.5_1-r35h6115d3f_1002.tar.bz2  6 years and 1 month ago 4219 main cf202003
conda 968.7 kB | noarch/r-strucchange-1.5_1-r36h6115d3f_1002.tar.bz2  6 years and 1 month ago 4280 main cf202003
conda 960.7 kB | noarch/r-strucchange-1.5_1-r351h6115d3f_1001.tar.bz2  6 years and 9 months ago 4907 main cf202003 gcc7 cf201901
conda 988.4 kB | win-64/r-strucchange-1.5_1-r351h6115d3f_1.tar.bz2  6 years and 11 months ago 1737 main cf202003 cf201901
conda 893.4 kB | win-64/r-strucchange-1.5_1-r341h6115d3f_1.tar.bz2  6 years and 11 months ago 1725 main cf202003 cf201901
conda 864.2 kB | osx-64/r-strucchange-1.5_1-r341h6115d3f_1.tar.bz2  6 years and 11 months ago 349 main cf202003 cf201901
conda 959.1 kB | osx-64/r-strucchange-1.5_1-r351h6115d3f_1.tar.bz2  6 years and 11 months ago 349 main cf202003 cf201901
conda 864.4 kB | linux-64/r-strucchange-1.5_1-r341h6115d3f_1.tar.bz2  6 years and 11 months ago 5123 main cf202003 cf201901
conda 959.5 kB | linux-64/r-strucchange-1.5_1-r351h6115d3f_1.tar.bz2  6 years and 11 months ago 5087 main cf202003 cf201901
conda 853.6 kB | osx-64/r-strucchange-1.5_1-r3.4.1_0.tar.bz2  7 years and 6 months ago 887 main cf202003 cf201901
conda 882.8 kB | win-64/r-strucchange-1.5_1-r3.4.1_0.tar.bz2  8 years and 9 days ago 2477 main cf202003 cf201901
conda 853.1 kB | linux-64/r-strucchange-1.5_1-r3.4.1_0.tar.bz2  8 years and 9 days ago 6056 main cf202003 cf201901
conda 816.7 kB | win-64/r-strucchange-1.5_1-r3.3.2_0.tar.bz2  8 years and 3 months ago 2510 main cf202003 cf201901
conda 784.2 kB | osx-64/r-strucchange-1.5_1-r3.3.2_0.tar.bz2  8 years and 3 months ago 912 main cf202003 cf201901
conda 784.7 kB | linux-64/r-strucchange-1.5_1-r3.3.2_0.tar.bz2  8 years and 3 months ago 6240 main cf202003 cf201901

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