diff options
| author | tota <tota@FreeBSD.org> | 2012-02-06 17:54:23 +0800 |
|---|---|---|
| committer | tota <tota@FreeBSD.org> | 2012-02-06 17:54:23 +0800 |
| commit | 47ea7b242b571b11a20c8d1734177d2e78ff7f02 (patch) | |
| tree | 9535b299e48263cf8d33497362b031ab5c89f553 /finance | |
| parent | 87bc7741aeee9475ed9f33ae2df06b4546707534 (diff) | |
| download | freebsd-ports-gnome-47ea7b242b571b11a20c8d1734177d2e78ff7f02.tar.gz freebsd-ports-gnome-47ea7b242b571b11a20c8d1734177d2e78ff7f02.tar.zst freebsd-ports-gnome-47ea7b242b571b11a20c8d1734177d2e78ff7f02.zip | |
- Add a new port: finance/R-cran-strucchange
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.
WWW: http://cran.r-project.org/web/packages/strucchange/
Diffstat (limited to 'finance')
| -rw-r--r-- | finance/Makefile | 1 | ||||
| -rw-r--r-- | finance/R-cran-strucchange/Makefile | 24 | ||||
| -rw-r--r-- | finance/R-cran-strucchange/distinfo | 2 | ||||
| -rw-r--r-- | finance/R-cran-strucchange/pkg-descr | 12 |
4 files changed, 39 insertions, 0 deletions
diff --git a/finance/Makefile b/finance/Makefile index 6f5aa3993169..7be0ef119d36 100644 --- a/finance/Makefile +++ b/finance/Makefile @@ -6,6 +6,7 @@ SUBDIR += R-cran-RFinanceYJ SUBDIR += R-cran-gmm SUBDIR += R-cran-plm + SUBDIR += R-cran-strucchange SUBDIR += aqbanking SUBDIR += aqmoney SUBDIR += beanie diff --git a/finance/R-cran-strucchange/Makefile b/finance/R-cran-strucchange/Makefile new file mode 100644 index 000000000000..fe70f84bdc9a --- /dev/null +++ b/finance/R-cran-strucchange/Makefile @@ -0,0 +1,24 @@ +# New ports collection makefile for: R-cran-strucchange +# Date created: 2012-02-05 +# Whom: TAKATSU Tomonari <tota@FreeBSD.org> +# +# $FreeBSD$ +# + +PORTNAME= strucchange +DISTVERSION= 1.4-6 +CATEGORIES= finance +DISTNAME= ${PORTNAME}_${DISTVERSION} + +MAINTAINER= tota@FreeBSD.org +COMMENT= Testing, Monitoring, and Dating Structural Changes + +LICENSE= GPLv2 + +RUN_DEPENDS= R-cran-zoo>0:${PORTSDIR}/math/R-cran-zoo \ + R-cran-sandwich>0:${PORTSDIR}/math/R-cran-sandwich + +USE_R_MOD= yes +R_MOD_AUTOPLIST= yes + +.include <bsd.port.mk> diff --git a/finance/R-cran-strucchange/distinfo b/finance/R-cran-strucchange/distinfo new file mode 100644 index 000000000000..7a9523d06a32 --- /dev/null +++ b/finance/R-cran-strucchange/distinfo @@ -0,0 +1,2 @@ +SHA256 (strucchange_1.4-6.tar.gz) = 789458acbcfbcdd3d2dc99c135437e1119643d6a49eba422adb2eed125be8b75 +SIZE (strucchange_1.4-6.tar.gz) = 713493 diff --git a/finance/R-cran-strucchange/pkg-descr b/finance/R-cran-strucchange/pkg-descr new file mode 100644 index 000000000000..44e73917be98 --- /dev/null +++ b/finance/R-cran-strucchange/pkg-descr @@ -0,0 +1,12 @@ +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. + +WWW: http://cran.r-project.org/web/packages/strucchange/ |