R Development Page
Contributed R Packages
Below is a list of all packages provided by project strucchange: Structural Change Methods.
Important note for package binaries: R-Forge provides these binaries only for the most recent version of R, but not for older versions. In order to successfully install the packages provided on R-Forge, you have to switch to the most recent version of R or, alternatively, install from the package sources (.tar.gz).
Testing, Monitoring, and Dating Structural Changes
|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.|
|Version: 1.5-2 | Last change: 2018-10-31 15:44:16+01 | Rev.: 334|
|Download: (.tar.gz) | (.zip) | Build status: Current | Stable Release: Get strucchange 1.5-1 from CRAN|
R install command:
C++ Speedup Functions for srucchange Using the Armadillo Library
|C++ speedup functions for srucchange using the Armadillo library.|
|Version: 1.5-1 | Last change: 2017-04-13 10:31:55+02 | Rev.: 329|
|Download: (.tar.gz) | (.zip) | Build status: Failed to build|
R install command:
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