Package Descriptions for Ubuntu

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  1. Series trusty
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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.
 
Description
Ce paquet sert de test, de datage et de surveillance des changements de structures dans des relations de régression linéaire. Le paquet strucchange effectue des tests/méthodes issus du cadriciel de test de fluctuation généralisée et du cadriciel de test[nbsp]F (test Chow). Cela comprend des méthodes pour adapter, tracer et tester respectivement des processus de fluctuation (comme des CUSUM, MOSUM, estimations récursives/mouvantes) et des statistiques en[nbsp]F. Il est possible de surveiller les données entrantes en ligne en utilisant les processus de fluctuation.
Translated by Michael Vogt
Located in Package: r-cran-strucchange
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