Plotting method for objects of class "Fstats"
● Data Source:
CranContrib
● Keywords: hplot
● Alias: lines.Fstats, plot.Fstats
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Computes a series of F statistics for a specified data window.
● Data Source:
CranContrib
● Keywords: regression
● Alias: Fstats, print.Fstats
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Computes the root of a symmetric and positive semidefinite matrix.
● Data Source:
CranContrib
● Keywords: algebra
● Alias: root.matrix
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efpFunctional
(Package: strucchange) :
Functionals for Fluctuation Processes
Computes an object for aggregating, plotting and testing empirical fluctuation processes.
● Data Source:
CranContrib
● Keywords: regression
● Alias: efpFunctional, maxBB, maxBBI, maxBM, maxBMI, maxL2BB, meanL2BB, rangeBB, rangeBBI, rangeBM, rangeBMI, simulateBMDist
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sctest.formula
(Package: strucchange) :
Structural Change Tests in Linear Regression Models
Performs tests for structural change in linear regression models.
● Data Source:
CranContrib
● Keywords: htest
● Alias: sctest.formula
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catL2BB
(Package: strucchange) :
Generators for efpFunctionals along Categorical Variables
Generators for efpFunctional objects suitable for aggregating empirical fluctuation processes to test statistics along (ordinal) categorical variables.
● Data Source:
CranContrib
● Keywords: regression
● Alias: catL2BB, ordL2BB, ordwmax
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A generic function for computing the recursive residuals (standardized one step prediction errors) of a linear regression model.
● Data Source:
CranContrib
● Keywords: regression
● Alias: recresid, recresid.default, recresid.formula, recresid.lm
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boundary.mefp
(Package: strucchange) :
Boundary Function for Monitoring of Structural Changes
Computes boundary for an object of class "mefp"
● Data Source:
CranContrib
● Keywords: regression
● Alias: boundary.mefp
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breakfactor
(Package: strucchange) :
Factor Coding of Segmentations
Generates a factor encoding the segmentation given by a set of breakpoints.
● Data Source:
CranContrib
● Keywords: regression
● Alias: breakfactor
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mefp
(Package: strucchange) :
Monitoring of Empirical Fluctuation Processes
Online monitoring of structural breaks in a linear regression model. A sequential fluctuation test based on parameter estimates or OLS residuals signals structural breaks.
● Data Source:
CranContrib
● Keywords: regression
● Alias: mefp, mefp.efp, mefp.formula, monitor, print.mefp
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