12 lines
681 B
Text
12 lines
681 B
Text
Testing, monitoring and dating structural changes in (linear)
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regression models. strucchange features tests/methods from the
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generalized fluctuation test framework as well as from the F test
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(Chow test) framework. This includes methods to fit, plot and test
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fluctuation processes (e.g., CUSUM, MOSUM, recursive/moving estimates)
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and F statistics, respectively. It is possible to monitor incoming
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data online using fluctuation processes. Finally, the breakpoints
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in regression models with structural changes can be estimated
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together with confidence intervals. Emphasis is always given to
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methods for visualizing the data.
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WWW: https://cran.r-project.org/web/packages/strucchange/
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