This is the Debian GNU/Linux r-cran-strucchange package of
strucchange, a package for estimating structural change in regression
models. Strucchange was written by Achim Zeileis, Friedrich Leisch,
Bruce Hansen, Kurt Hornik, Christian Kleiber, Andrea Peters, and is
maintained by Achim Zeileis <Achim.Zeileis@wu-wien.ac.at>.
This package was created by Dirk Eddelbuettel <edd@debian.org>.
The sources were downloaded from
http://cran.us.r-project.org/src/contrib/
The package was renamed from its upstream name 'strucchange' to
'r-cran-strucchange' to fit the pattern of CRAN (and non-CRAN) packages
for R.
Copyright (C) 2003 - 2008 Achim Zeileis, Friedrich Leisch, Bruce Hansen, Kurt Hornik, Christian Kleiber and Andrea Peters
License: GPL
On a Debian GNU/Linux system, the GPL license is included in the file
/usr/share/common-licenses/GPL.
For reference, the upstream DESCRIPTION file is included below:
Package: strucchange
Version: 1.2-5
Date: 2004-09-29
Title: Testing for Structural Change
Author: Achim Zeileis, Friedrich Leisch, Bruce Hansen,
Kurt Hornik, Christian Kleiber, Andrea Peters
Maintainer: Achim Zeileis <Achim.Zeileis@wu-wien.ac.at>
Description: Testing, dating and monitoring of structural change in
linear regression relationships.
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.
Depends: sandwich, zoo, R (>= 1.5.0)
License: GPL
Packaged: Wed Sep 29 12:39:57 2004; zeileis
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