SCM

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).

Packages

strucchange

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: 2017-10-08 23:52:47+02 | Rev.: 330
  Download: linux(.tar.gz) | windows(.zip) | Build status: Current | Stable Release: Get strucchange 1.5-1 from CRAN
  R install command: install.packages("strucchange", repos="http://R-Forge.R-project.org")
 
Logs:  
Package build: Source package (Linux x86_64) Windows binary (x86_64/i386)
Package check: Linux x86_64 (patched) | Linux x86_64 (devel) Windows (patched) | Windows (devel)


strucchangeArmadillo

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: linux(.tar.gz) | windows(.zip) | Build status: Failed to build
  R install command: install.packages("strucchangeArmadillo", repos="http://R-Forge.R-project.org")
 
Logs:  
Package build: Source package (Linux x86_64) Windows binary (x86_64/i386)
Package check: Linux x86_64 (patched) | Linux x86_64 (devel) Windows (patched) | Windows (devel)

 

Build status codes

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