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Diffstat (limited to 'finance/R-cran-strucchange/pkg-descr')
| -rw-r--r-- | finance/R-cran-strucchange/pkg-descr | 12 |
1 files changed, 12 insertions, 0 deletions
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/ |