r-cran-strucchange binary package in Ubuntu Lunar amd64
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.
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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 | ||
---|---|---|---|---|---|---|---|---|---|
2022-10-27 17:20:10 UTC | Published | Ubuntu Lunar amd64 | release | universe | math | Optional | 1.5-3-1 | ||
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