R-cran-strucchange-1.5.1_1.txz


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Description

R-cran-strucchange - Testing, Monitoring, and Dating Structural Changes

Property Value
Distribution FreeBSD 10
Repository FreeBSD Ports Latest amd64
Package name R-cran-strucchange
Package version 1.5.1
Package release 1
Package architecture amd64
Package type txz
Installed size 1.11 MB
Download size 949.39 KB
Official Mirror pkg.freebsd.org
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.
WWW: http://cran.r-project.org/web/packages/strucchange/
Categories: finance
Maintainer: tota@FreeBSD.org

Alternatives

Package Version Architecture Repository
R-cran-strucchange-1.5.1_1.txz 1.5.1 i386 FreeBSD Ports Latest
R-cran-strucchange-1.5.1_1.txz 1.5.1 amd64 FreeBSD Ports Quarterly
R-cran-strucchange-1.5.1_1.txz 1.5.1 i386 FreeBSD Ports Quarterly
R-cran-strucchange - - -

Requires

Name Value
R = 3.5.1_1
R-cran-sandwich = 2.4.0_1
R-cran-zoo = 1.8.3

Download

Type URL
Binary Package R-cran-strucchange-1.5.1_1.txz
Source Package finance/R-cran-strucchange

Install Howto

Install R-cran-strucchange txz package:

# pkg install R-cran-strucchange

See Also

Package Description
R-cran-survey-3.34.txz Analysis of complex survey samples
R-cran-testthat-2.0.1.txz Unit Testing for R
R-cran-tibble-1.4.2.txz Simple Data Frames
R-cran-tidyr-0.8.1.txz Easily tidy data with spread and gather functions
R-cran-tidyselect-0.2.5.txz Select from a Set of Strings
R-cran-timeDate-3043.102.txz Rmetrics - Chronological and Calendar Objects
R-cran-timeSeries-3042.102_1.txz Rmetrics - Financial Time Series Objects
R-cran-tinytex-0.9.txz Helper functions to maintain LaTeX distribution
R-cran-truncnorm-1.0.8_2.txz Truncated normal distribution
R-cran-tseries-0.10.45.txz Time Series Analysis and Computational Finance
R-cran-twitteR-1.1.9_1.txz R based Twitter client
R-cran-udunits2-0.13_1.txz Udunits-2 Bindings for R
R-cran-units-0.6.1.txz Measurement Units for R Vectors
R-cran-urca-1.3.0_2.txz Unit root and cointegration tests for time series data
R-cran-uroot-2.0.9.txz Unit Root Tests for Seasonal Time Series
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