Package: strucchange
Version: 1.2-13
Date: 2006-05-24
Title: Testing for Structural Change
Author: Achim Zeileis, Friedrich Leisch, Bruce Hansen, Kurt Hornik,
        Christian Kleiber, Andrea Peters
Maintainer: Achim Zeileis <Achim.Zeileis@R-project.org>
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.
LazyLoad: yes
LazyData: yes
Depends: R (>= 2.1.0), zoo, sandwich
Suggests: lmtest, car, dynlm, e1071, tseries
License: GPL
Packaged: Tue May 23 23:58:12 2006; zeileis
Built: R 2.3.1; ; 2006-06-23 09:51:34; unix
