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gnu: Add r-strucchange.

* gnu/packages/cran.scm (r-strucchange): New variable.
master
Ricardo Wurmus 2019-01-09 14:55:43 +01:00 committed by Ricardo Wurmus
parent d28be7b76b
commit 895efece37
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@ -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
decomposition is shared between datasets.")
(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))))