parent
d28be7b76b
commit
895efece37
|
@ -9314,3 +9314,33 @@ normalization of components. Several data matrices may be decomposed
|
||||||
simultaneously by assuming that one of the two matrices in the bilinear
|
simultaneously by assuming that one of the two matrices in the bilinear
|
||||||
decomposition is shared between datasets.")
|
decomposition is shared between datasets.")
|
||||||
(license license:gpl2+)))
|
(license license:gpl2+)))
|
||||||
|
|
||||||
|
(define-public r-strucchange
|
||||||
|
(package
|
||||||
|
(name "r-strucchange")
|
||||||
|
(version "1.5-1")
|
||||||
|
(source
|
||||||
|
(origin
|
||||||
|
(method url-fetch)
|
||||||
|
(uri (cran-uri "strucchange" version))
|
||||||
|
(sha256
|
||||||
|
(base32
|
||||||
|
"0cdgvl6kphm2i59bmnppn1y3kv65ml111bk7yzpcx7vv8wh2w3kl"))))
|
||||||
|
(build-system r-build-system)
|
||||||
|
(propagated-inputs
|
||||||
|
`(("r-sandwich" ,r-sandwich)
|
||||||
|
("r-zoo" ,r-zoo)))
|
||||||
|
(home-page "https://cran.r-project.org/web/packages/strucchange")
|
||||||
|
(synopsis "Testing, monitoring, and dating structural changes")
|
||||||
|
(description
|
||||||
|
"This package provides tools for testing, monitoring and dating
|
||||||
|
structural changes in (linear) regression models. It 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.")
|
||||||
|
;; Either of these two GPL versions
|
||||||
|
(license (list license:gpl2 license:gpl3))))
|
||||||
|
|
Reference in New Issue