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Description: GNU R package for structural change regression estimation
This package functions for testing, dating and monitoring of
structural change in linear regression relationships. The strucchange
package 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.
Homepage: https://cran.r-project.org/package=strucchange
copyright | Debian changelog
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