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-4.5)multibreakeR_0.1.0.zip(r-4.4)multibreakeR_0.1.0.zip(r-4.3)
multibreakeR_0.1.0.tgz(r-4.5-any)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
| # 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
- example_data - Example MultibreakeR simulated data
Last updated 2 years agofrom:13d4f70bb7. Checks:8 OK. Indexed: yes.
| Target | Result | Latest binary |
|---|---|---|
| Doc / Vignettes | OK | Feb 14 2025 |
| R-4.5-win | OK | Feb 14 2025 |
| R-4.5-mac | OK | Feb 14 2025 |
| R-4.5-linux | OK | Feb 14 2025 |
| R-4.4-win | OK | Feb 14 2025 |
| R-4.4-mac | OK | Feb 14 2025 |
| R-4.3-win | OK | Feb 14 2025 |
| R-4.3-mac | OK | Feb 14 2025 |
Exports::=.dataAicBicas_labelas_nameBetaConfidenceIntervalConformableMatrixenquoenquosFstatLagsMainPlotStatsSigmaSimulVdistr
Dependencies:clicolorspacedplyrfansifarvergenericsggplot2gluegtableisobandlabelinglatticelifecyclemagrittrMASSMatrixmgcvmunsellnlmepillarpkgconfigplyrR6RColorBrewerRcppreshape2rlangscalesstringistringrtibbletidyselectutf8vctrsviridisLitewithr
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 |