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author | tota <tota@FreeBSD.org> | 2012-02-06 17:54:23 +0800 |
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committer | tota <tota@FreeBSD.org> | 2012-02-06 17:54:23 +0800 |
commit | 47ea7b242b571b11a20c8d1734177d2e78ff7f02 (patch) | |
tree | 9535b299e48263cf8d33497362b031ab5c89f553 /misc | |
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/
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