Package: multibreakeR 0.1.0
Loic Marechal
multibreakeR: Tests for a Structural Change in Multivariate Time Series
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>.
Authors:
multibreakeR_0.1.0.tar.gz
multibreakeR_0.1.0.zip(r-4.7-any)multibreakeR_0.1.0.zip(r-4.6-any)multibreakeR_0.1.0.zip(r-4.5-any)
multibreakeR_0.1.0.tgz(r-4.6-any)multibreakeR_0.1.0.tgz(r-4.5-any)
multibreakeR_0.1.0.tar.gz(r-4.7-any)multibreakeR_0.1.0.tar.gz(r-4.6-any)
multibreakeR_0.1.0.tgz(r-4.6-emscripten)
manual.pdf |manual.html✨
DESCRIPTION |NEWS
card.svg |card.png
multibreakeR/json (API)
| # Install 'multibreakeR' in R: |
| install.packages('multibreakeR', repos = c('https://loicym.r-universe.dev', 'https://cloud.r-project.org')) |
Bug tracker:https://github.com/loicym/multibreaker/issues
Datasets:
- example_data - Example MultibreakeR simulated data
Last updated from:13d4f70bb7. Checks:9 OK. Indexed: yes.
| Target | Result | Time | Files | Syslog |
|---|---|---|---|---|
| linux-devel | OK | 133 | ||
| source / vignettes | OK | 171 | ||
| linux-release | OK | 182 | ||
| macos-release | OK | 165 | ||
| macos-oldrel | OK | 190 | ||
| windows-devel | OK | 82 | ||
| windows-release | OK | 86 | ||
| windows-oldrel | OK | 90 | ||
| wasm-release | OK | 92 |
Exports::=.dataAicBicas_labelas_nameBetaConfidenceIntervalConformableMatrixenquoenquosFstatLagsMainPlotStatsSigmaSimulVdistr
Dependencies:clicpp11dplyrfarvergenericsggplot2gluegtableisobandlabelinglifecyclemagrittrpillarpkgconfigplyrR6RColorBrewerRcppreshape2rlangS7scalesstringistringrtibbletidyselectutf8vctrsviridisLitewithr
Readme and manuals
Help Manual
| Help page | Topics |
|---|---|
| AicBic | AicBic |
| Beta | Beta |
| ConfidenceInterval | ConfidenceInterval |
| ConformableMatrix | ConformableMatrix |
| Example MultibreakeR simulated data | example_data |
| Fstat | Fstat |
| Lags | Lags |
| Main | Main |
| PlotStats | PlotStats |
| Sigma | Sigma |
| Simul | Simul |
| Vdistr | Vdistr |