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2 projects in result set.

0. Breaks For Additive Season and Trend - BFAST, Breaks For Additive Season and Trend, integrates the decomposition of time series into trend, season, and remainder components with methods for detecting and characterizing change within time series.

Development Status : 2 - Pre-Alpha (Now Filtering)
Environment : Console (Text Based) [Filter]
Intended Audience : Developers [Filter]
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License : OSI Approved : GNU General Public License (GPL) [Filter]
Natural Language : English [Filter]
Operating System : OS Independent (Now Filtering)
Programming Language : R (Now Filtering)
Topic : Econometrics : Structural Change (Now Filtering)
Topic : Econometrics : Time Series Modelling [Filter]
Topic : Time Series [Filter]

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Registered: 2009-09-14 03:28

1. pvar - pvar will be a package that calculates p-variation of a sample. In addition the calculus of p-variation will by used for testing samples for structural break.

Development Status : 2 - Pre-Alpha (Now Filtering)
Intended Audience : Developers [Filter]
Intended Audience : End Users/Desktop [Filter]
License : OSI Approved : GNU General Public License (GPL) [Filter]
Natural Language : English [Filter]
Operating System : OS Independent (Now Filtering)
Programming Language : R (Now Filtering)
Topic : Econometrics : Structural Change (Now Filtering)
Topic : Econometrics : Time Series Modelling [Filter]

Activity Percentile: 0.00

Registered: 2012-08-23 10:39