[ ソース: strucchange ]
パッケージ: r-cran-strucchange (1.5-2-1+1 など)
r-cran-strucchange に関するリンク
Debian の資源:
strucchange ソースパッケージをダウンロード:
メンテナ:
外部の資源:
- ホームページ [cran.r-project.org]
類似のパッケージ:
GNU R package for structural change regression estimation
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.
その他の r-cran-strucchange 関連パッケージ
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- dep: libc6 (>= 2.29)
- GNU C ライブラリ: 共有ライブラリ
以下のパッケージによって提供される仮想パッケージでもあります: libc6-udeb
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- dep: r-api-4.0
- 以下のパッケージによって提供される仮想パッケージです: r-base-core
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- dep: r-base-core (>= 4.0.0-3)
- GNU R core of statistical computation and graphics system
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- dep: r-cran-sandwich
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- dep: r-cran-zoo
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