软件包：r-cran-strucchange（1.5-4-1）

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.

标签: 软件开发: GNU 开发, 函数库, 领域: 统计学, 实做语言: implemented-in::r, role::app-data, 应用程序集: GNU

本页其他语言版本如下（如何设置默认文档语言）：