strucchange

Package: strucchange
Version: 1.5-1
Date: 2015-06-06
Title: Testing, Monitoring, and Dating Structural Changes
Authors@R: c(person(given = "Achim", family = "Zeileis", role = c("aut", "cre"), email = "Achim.Zeileis@R-project.org"),
person(given = "Friedrich", family = "Leisch", role = "aut", email = "Friedrich.Leisch@R-project.org"),
person(given = "Kurt", family = "Hornik", role = "aut", email = "Kurt.Hornik@R-project.org"),
person(given = "Christian", family = "Kleiber", role = "aut", email = "Christian.Kleiber@unibas.ch"),
person(given = "Bruce", family = "Hansen", role = "ctb"),
person(give = c("Edgar", "C."), family = "Merkle", role = "ctb"))
Description: Testing, monitoring and dating structural changes in (linear)
regression models. strucchange 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.
LazyData: yes
Depends: R (>= 2.10.0), zoo, sandwich
Suggests: stats4, car, dynlm, e1071, foreach, lmtest, mvtnorm, tseries
Imports: graphics, stats
License: GPL-2 | GPL-3
NeedsCompilation: no
Packaged: 2015-06-06 10:01:15 UTC; zeileis
Author: Achim Zeileis [aut, cre],
Friedrich Leisch [aut],
Kurt Hornik [aut],
Christian Kleiber [aut],
Bruce Hansen [ctb],
Edgar C. Merkle [ctb]
Maintainer: Achim Zeileis <Achim.Zeileis@R-project.org>
Repository: CRAN
Date/Publication: 2015-06-06 13:03:15

Install log

* installing to library '/home/ddbj/local/lib64/R/library'
* installing *source* package 'strucchange' ...
** package 'strucchange' successfully unpacked and MD5 sums checked
** R
** data
*** moving datasets to lazyload DB
** demo
** inst
** preparing package for lazy loading
** help
*** installing help indices
  converting help for package 'strucchange'
    finding HTML links ... done
    BostonHomicide                          html  
    DJIA                                    html  
    Fstats                                  html  
    GermanM1                                html  
    Grossarl                                html  
    PhillipsCurve                           html  
    RealInt                                 html  
    SP2001                                  html  
    USIncExp                                html  
    boundary.Fstats                         html  
    boundary                                html  
    boundary.efp                            html  
    boundary.mefp                           html  
    breakdates                              html  
    breakfactor                             html  
    breakpoints                             html  
    catL2BB                                 html  
Rd warning: /tmp/RtmpVhBHXx/R.INSTALL71f92045ae93/strucchange/man/catL2BB.Rd:56: missing file link 'rmvnorm'
    confint.breakpointsfull                 html  
    durab                                   html  
    efp                                     html  
    efpFunctional                           html  
    gefp                                    html  
    logLik.breakpoints                      html  
    mefp                                    html  
    plot.Fstats                             html  
    plot.efp                                html  
    plot.mefp                               html  
    recresid                                html  
    root.matrix                             html  
    scPublications                          html  
    sctest.Fstats                           html  
    sctest                                  html  
    sctest.default                          html  
    sctest.efp                              html  
    sctest.formula                          html  
    solveCrossprod                          html  
    strucchange.internal                    html  
    supLM                                   html  
** building package indices
** installing vignettes
** testing if installed package can be loaded
* DONE (strucchange)
Making 'packages.html' ... done