Source: strucchange
Section: gnu-r
Priority: optional
Maintainer: Dirk Eddelbuettel
Build-Depends: debhelper (>= 7.0.0), r-base-dev (>= 3.0.2), cdbs, r-cran-zoo, r-cran-sandwich
Standards-Version: 3.9.5
Package: r-cran-strucchange
Architecture: all
Depends: ${R:Depends}, r-cran-zoo, r-cran-sandwich
Description: GNU R package for structural change regression estimation
This package functions for testing, dating and monitoring of
structural change in linear regression relationships. The strucchange
package 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.