r-cran-strucchange binary package in Ubuntu Mantic arm64
This package functions for testing, dating and monitoring of
structural change in linear regression relationships. The strucchange
package 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.
Publishing history
Date | Status | Target | Component | Section | Priority | Phased updates | Version | ||
---|---|---|---|---|---|---|---|---|---|
2023-04-25 12:10:09 UTC | Published | Ubuntu Mantic arm64 | release | universe | math | Optional | 1.5-3-1 | ||
|