Last data update: 2014.03.03

Data Source

R Release (3.2.3)

Data Type

Data set


Results 1 - 1 of 1 found.
[1] < 1 > [1]  Sort:

strucchange : Testing, Monitoring, and Dating Structural Changes

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 = ""),
person(given = "Friedrich", family = "Leisch", role = "aut", email = ""),
person(given = "Kurt", family = "Hornik", role = "aut", email = ""),
person(given = "Christian", family = "Kleiber", role = "aut", email = ""),
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 <>
Repository: CRAN
Date/Publication: 2015-06-06 13:03:15

● Data Source: CranContrib
● Cran Task View: Econometrics, Environmetrics, Finance
● 0 images, 28 functions, 10 datasets
Reverse Depends: 3