31 lines
1.4 KiB
Python
31 lines
1.4 KiB
Python
# Copyright 2013-2022 Lawrence Livermore National Security, LLC and other
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# Spack Project Developers. See the top-level COPYRIGHT file for details.
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#
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# SPDX-License-Identifier: (Apache-2.0 OR MIT)
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from spack.package import *
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class RStrucchange(RPackage):
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"""Testing, Monitoring, and Dating Structural Changes.
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Testing, monitoring and dating structural changes in (linear) regression
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models. strucchange features tests/methods from the generalized fluctuation
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test framework as well as from the F test (Chow test) framework. This
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includes methods to fit, plot and test fluctuation processes (e.g., CUSUM,
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MOSUM, recursive/moving estimates) and F statistics, respectively. It is
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possible to monitor incoming data online using fluctuation processes.
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Finally, the breakpoints in regression models with structural changes can
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be estimated together with confidence intervals. Emphasis is always given
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to methods for visualizing the data."""
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cran = "strucchange"
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version("1.5-3", sha256="cac6b4028f68cc8d39202377161d0f7f72ea229b552a5c35769053ab89f90f86")
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version("1.5-2", sha256="7d247c5ae6f5a63c80e478799d009c57fb8803943aa4286d05f71235cc1002f8")
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version("1.5-1", sha256="740e2e20477b9fceeef767ae1002adc5ec397cb0f7daba5289a2c23b0dddaf31")
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depends_on("r@2.10.0:", type=("build", "run"))
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depends_on("r-zoo", type=("build", "run"))
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depends_on("r-sandwich", type=("build", "run"))
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