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Topic > Econometrics > Structural Change

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8 projects in result set.

0. cusp - Package for applying Cobb's maximum likelihood method to fitting cusp catastrophe models to data. The package was published in the Journal of Statistical Software [see www.jstatsoft.org/v32/i08/paper].

Development Status : 5 - Production/Stable [Filter]
Development Status : 6 - Mature [Filter]
Environment : Console (Text Based) [Filter]
Intended Audience : End Users/Desktop [Filter]
License : OSI Approved : GNU General Public License (GPL) [Filter]
Natural Language : English [Filter]
Programming Language : C/C\+\+ [Filter]
Programming Language : R [Filter]
Topic : Econometrics : Structural Change [Filter]
Topic : Multivariate Statistics : Modelling Non-Gaussian Data [Filter]
Topic : Regression Models [Filter]

Activity Percentile: 0.00

Registered: 2014-10-29 16:43

1. lm.br - Exact significance tests for a changepoint in linear or multiple linear regression. Confidence intervals and confidence regions with exact coverage probabilities for the changepoint.

Development Status : 4 - Beta [Filter]
Intended Audience : End Users/Desktop [Filter]
License : OSI Approved : GNU General Public License (GPL) [Filter]
Natural Language : English [Filter]
Operating System : Microsoft : Windows [Filter]
Operating System : POSIX [Filter]
Programming Language : C/C\+\+ [Filter]
Topic : Econometrics : Structural Change [Filter]
Topic : Regression Models [Filter]

Activity Percentile: 0.00

Registered: 2013-02-25 20:29

2. 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 [Filter]
Environment : Console (Text Based) [Filter]
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 [Filter]
Programming Language : R [Filter]
Topic : Econometrics : Structural Change [Filter]
Topic : Econometrics : Time Series Modelling [Filter]
Topic : Time Series [Filter]

Activity Percentile: 0.00

Registered: 2009-09-14 03:28

3. 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 [Filter]
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 [Filter]
Programming Language : R [Filter]
Topic : Econometrics : Structural Change [Filter]
Topic : Econometrics : Time Series Modelling [Filter]

Activity Percentile: 0.00

Registered: 2012-08-23 10:39

4. changepoints: Changepoint Analysis Tools - Unified infrastracture for changepoint analysis for different types of parametric models employing different segmentation strategies (binary, recursive binary, dynamic programming, PELT, etc.)

Development Status : 1 - Planning [Filter]
Environment : Console (Text Based) [Filter]
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 [Filter]
Programming Language : C/C\+\+ [Filter]
Programming Language : R [Filter]
Topic : Econometrics : Structural Change [Filter]
Topic : Finance : Time Series [Filter]
Topic : Optimization [Filter]

Activity Percentile: 0.00

Registered: 2012-03-27 21:23

5. fxregime: Exchange Rate Regime Analysis - Frankel-Wei regression and structural change tools for estimating, testing, dating and monitoring (de facto) foreign exchange (FX) rate regimes.

Development Status : 3 - Alpha [Filter]
Environment : Console (Text Based) [Filter]
Intended Audience : End Users/Desktop [Filter]
License : OSI Approved : GNU General Public License (GPL) [Filter]
Natural Language : English [Filter]
Operating System : OS Independent [Filter]
Programming Language : R [Filter]
Topic : Econometrics : Structural Change [Filter]
Topic : Finance [Filter]
Topic : Time Series [Filter]

Activity Percentile: 0.00

Registered: 2007-02-15 19:25

6. Analysis of Count Time Series - R package which provides likelihood-based methods for model fitting and assessment, prediction and intervention analysis of count time series following generalized linear models.

Development Status : 4 - Beta [Filter]
Environment : Console (Text Based) [Filter]
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 [Filter]
Programming Language : R [Filter]
Topic : Econometrics : Structural Change [Filter]
Topic : Social Sciences : Analysis of Categorical and Count Data [Filter]
Topic : Time Series [Filter]

Activity Percentile: 0.00

Registered: 2013-04-04 13:48

7. glogis: Generalized Logistic Distr - Fitting and Testing Generalized Logistic Distributions (Type I)

Development Status : 3 - Alpha [Filter]
Environment : Console (Text Based) [Filter]
Intended Audience : End Users/Desktop [Filter]
License : OSI Approved : GNU General Public License (GPL) [Filter]
Natural Language : English [Filter]
Operating System : OS Independent [Filter]
Programming Language : R [Filter]
Topic : Econometrics : Structural Change [Filter]
Topic : Finance : Risk Management [Filter]
Topic : Multivariate Statistics : Modelling Non-Gaussian Data [Filter]

Activity Percentile: 0.00

Registered: 2010-06-11 06:37