Flexible implementation of a structural change point detection algorithm for multivariate time series. It authorizes inclusion of trends, exogenous variables, and break test on the intercept or on the full vector autoregression system. Bai, Lumsdaine, and Stock (1998) <doi:10.1111/1467-937X.00051>.
Version: 0.1.0 Depends: R (≥ 3.5.0) Imports: dplyr, ggplot2, reshape2, rlang (≥ 0.4.11), scales, stats Suggests: knitr, rmarkdown, roxygen2, testthat (≥ 3.0.0) Published: 2023-05-24 DOI: 10.32614/CRAN.package.multibreakeR Author: Loic Marechal [cre, aut] Maintainer: Loic Marechal <loic.marechal at unil.ch> License: GPL-2 | GPL-3 [expanded from: GPL] URL: https://github.com/loicym/multibreakeR NeedsCompilation: no Language: en-US Materials: README, NEWS CRAN checks: multibreakeR results Documentation: Downloads: Linking:Please use the canonical form https://CRAN.R-project.org/package=multibreakeR to link to this page.
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