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:Loic Marechal [cre, aut]

multibreakeR_0.1.0.tar.gz
multibreakeR_0.1.0.zip(r-4.5)multibreakeR_0.1.0.zip(r-4.4)multibreakeR_0.1.0.zip(r-4.3)
multibreakeR_0.1.0.tgz(r-4.4-any)multibreakeR_0.1.0.tgz(r-4.3-any)
multibreakeR_0.1.0.tar.gz(r-4.5-noble)multibreakeR_0.1.0.tar.gz(r-4.4-noble)
multibreakeR_0.1.0.tgz(r-4.4-emscripten)multibreakeR_0.1.0.tgz(r-4.3-emscripten)
multibreakeR.pdf |multibreakeR.html✨
multibreakeR/json (API)
NEWS

Peer review:

Bug tracker:https://github.com/loicym/multibreaker/issues

On CRAN:

17 exports 0.62 score 36 dependencies 3 scripts 148 downloads

Last updated 1 years agofrom:13d4f70bb7. Checks:OK: 7. Indexed: yes.

Exports::=.dataAicBicas_labelas_nameBetaConfidenceIntervalConformableMatrixenquoenquosFstatLagsMainPlotStatsSigmaSimulVdistr

Dependencies:clicolorspacedplyrfansifarvergenericsggplot2gluegtableisobandlabelinglatticelifecyclemagrittrMASSMatrixmgcvmunsellnlmepillarpkgconfigplyrR6RColorBrewerRcppreshape2rlangscalesstringistringrtibbletidyselectutf8vctrsviridisLitewithr