|
|
|
Linux temps réel embarqué et outils de développements
|
Technique |
|
|
r-cran-strucchange
| r-cran-strucchange | GNU R package for structural change regression estimation | | Priority | |
| Section | math |
| Installed size | 1640 |
| Maintainer | Dirk Eddelbuettel <edd@debian.org> |
| Architecture | all |
| Version | 1.3-1-1 |
| Depends | r-base-core (>> 2.3.1), r-cran-zoo, r-cran-sandwich |
| Suggests | r-cran-rmpi, r-cran-rpvm, r-cran-rsprng |
| File name | pool/main/s/strucchange/r-cran-strucchange_1.3-1-1_all.deb |
| Description | 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. |
|
|
|
Etude RTOS