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r / packages / r-strucchange

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.

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Type Size Name Uploaded Downloads Labels
conda 886.0 kB | win-64/r-strucchange-1.5_1-r3.4.1_0.tar.bz2  4 years and 11 months ago 100 main
conda 979.4 kB | win-64/r-strucchange-1.5_1-r351h6f4ce42_0.tar.bz2  4 years and 11 months ago 101 main
conda 885.1 kB | win-64/r-strucchange-1.5_1-r342h23abe88_0.tar.bz2  4 years and 11 months ago 91 main
conda 884.7 kB | win-64/r-strucchange-1.5_1-r343h889e2dd_0.tar.bz2  4 years and 11 months ago 93 main
conda 818.9 kB | win-64/r-strucchange-1.5_1-r3.3.2_0.tar.bz2  4 years and 11 months ago 108 main
conda 951.0 kB | win-64/r-strucchange-1.5_1-mro351_0.tar.bz2  4 years and 11 months ago 98 main
conda 855.8 kB | win-64/r-strucchange-1.5_1-mro343h889e2dd_0.tar.bz2  4 years and 11 months ago 102 main
conda 818.6 kB | win-64/r-strucchange-1.5_1-r3.3.1_0.tar.bz2  4 years and 11 months ago 96 main
conda 884.8 kB | win-32/r-strucchange-1.5_1-r343h889e2dd_0.tar.bz2  4 years and 11 months ago 24 main
conda 979.3 kB | win-32/r-strucchange-1.5_1-r351h6f4ce42_0.tar.bz2  4 years and 11 months ago 17 main
conda 885.3 kB | win-32/r-strucchange-1.5_1-r342h8eb2839_0.tar.bz2  4 years and 11 months ago 19 main
conda 886.0 kB | win-32/r-strucchange-1.5_1-r3.4.1_0.tar.bz2  4 years and 11 months ago 19 main
conda 818.8 kB | win-32/r-strucchange-1.5_1-r3.3.2_0.tar.bz2  4 years and 11 months ago 23 main
conda 818.3 kB | win-32/r-strucchange-1.5_1-r3.3.1_0.tar.bz2  4 years and 11 months ago 20 main
conda 947.7 kB | osx-64/r-strucchange-1.5_1-r351hf348343_0.tar.bz2  4 years and 11 months ago 30 main
conda 948.2 kB | osx-64/r-strucchange-1.5_1-r350h912f1d8_0.tar.bz2  4 years and 11 months ago 25 main
conda 853.2 kB | osx-64/r-strucchange-1.5_1-r343h889e2dd_0.tar.bz2  4 years and 11 months ago 28 main
conda 854.1 kB | osx-64/r-strucchange-1.5_1-r342h07bc0b6_0.tar.bz2  4 years and 11 months ago 28 main
conda 853.8 kB | osx-64/r-strucchange-1.5_1-r3.4.1_0.tar.bz2  4 years and 11 months ago 28 main
conda 786.1 kB | osx-64/r-strucchange-1.5_1-r3.3.2_0.tar.bz2  4 years and 11 months ago 26 main
conda 983.8 kB | noarch/r-strucchange-1.5_1-r36h6115d3f_0.tar.bz2  4 years and 11 months ago 501 main
conda 946.9 kB | linux-64/r-strucchange-1.5_1-r351h6115d3f_0.tar.bz2  4 years and 11 months ago 92 main
conda 948.0 kB | linux-64/r-strucchange-1.5_1-r350h912f1d8_0.tar.bz2  4 years and 11 months ago 70 main
conda 853.3 kB | linux-64/r-strucchange-1.5_1-r342hcdb6651_0.tar.bz2  4 years and 11 months ago 68 main
conda 853.3 kB | linux-64/r-strucchange-1.5_1-r343h889e2dd_0.tar.bz2  4 years and 11 months ago 71 main
conda 854.1 kB | linux-64/r-strucchange-1.5_1-r3.4.1_0.tar.bz2  4 years and 11 months ago 86 main
conda 785.3 kB | linux-64/r-strucchange-1.5_1-r3.3.2_0.tar.bz2  4 years and 11 months ago 78 main
conda 948.2 kB | linux-64/r-strucchange-1.5_1-mro351hf348343_0.tar.bz2  4 years and 11 months ago 68 main
conda 785.2 kB | linux-64/r-strucchange-1.5_1-r3.3.1_0.tar.bz2  4 years and 11 months ago 70 main
conda 948.3 kB | linux-64/r-strucchange-1.5_1-mro350h576908c_0.tar.bz2  4 years and 11 months ago 68 main
conda 853.1 kB | linux-64/r-strucchange-1.5_1-mro343h889e2dd_0.tar.bz2  4 years and 11 months ago 67 main
conda 948.1 kB | linux-32/r-strucchange-1.5_1-r350h912f1d8_0.tar.bz2  4 years and 11 months ago 23 main
conda 853.4 kB | linux-32/r-strucchange-1.5_1-r343h889e2dd_0.tar.bz2  4 years and 11 months ago 22 main
conda 853.1 kB | linux-32/r-strucchange-1.5_1-r342hef71149_0.tar.bz2  4 years and 11 months ago 22 main
conda 853.9 kB | linux-32/r-strucchange-1.5_1-r3.4.1_0.tar.bz2  4 years and 11 months ago 25 main
conda 785.0 kB | linux-32/r-strucchange-1.5_1-r3.3.1_0.tar.bz2  4 years and 11 months ago 29 main
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