34 lines
1.5 KiB
Python
34 lines
1.5 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 RStrucchangercpp(RPackage):
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"""Testing, Monitoring, and Dating Structural Changes: C++ Version.
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A fast implementation with additional experimental features for testing,
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monitoring and dating structural changes in (linear) regression models.
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'strucchangeRcpp' features tests/methods from the generalized fluctuation test
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framework as well as from the F test (Chow test) framework. This includes
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methods to fit, plot and test fluctuation processes (e.g. cumulative/moving
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sum, recursive/moving estimates) and F statistics, respectively. These methods
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are described in Zeileis et al. (2002) <doi:10.18637/jss.v007.i02>. Finally,
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the breakpoints in regression models with structural changes can be estimated
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together with confidence intervals, and their magnitude as well as the model
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fit can be evaluated using a variety of statistical measures."""
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cran = "strucchangeRcpp"
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version(
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"1.5-3-1.0.4", sha256="f506fcb593ce4bacf1892de25154257d0fe02260ef956a75438c6330195cd86d"
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)
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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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depends_on("r-rcpp@0.12.7:", type=("build", "run"))
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depends_on("r-rcpparmadillo", type=("build", "run"))
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