Package: strucchange
Version: 1.2-7
Date: 2004-11-08
Title: Testing for Structural Change
Author: Achim Zeileis, Friedrich Leisch, Bruce Hansen, Kurt Hornik,
        Christian Kleiber, Andrea Peters
Maintainer: Achim Zeileis <Achim.Zeileis@wu-wien.ac.at>
Description: Testing, dating and monitoring of structural change in
        linear regression relationships. strucchange 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.
Depends: sandwich, zoo, R (>= 1.5.0)
Suggests: lmtest
License: GPL
Packaged: Mon Nov 8 19:41:07 2004; zeileis
Built: R 2.0.1; ; 2004-11-09 12:21:51; windows
