# Copyright 2013-2024 Lawrence Livermore National Security, LLC and other # Spack Project Developers. See the top-level COPYRIGHT file for details. # # SPDX-License-Identifier: (Apache-2.0 OR MIT) from spack.package import * class RStrucchangercpp(RPackage): """Testing, Monitoring, and Dating Structural Changes: C++ Version. A fast implementation with additional experimental features for testing, monitoring and dating structural changes in (linear) regression models. 'strucchangeRcpp' features tests/methods from the generalized fluctuation test framework as well as from the F test (Chow test) framework. This includes methods to fit, plot and test fluctuation processes (e.g. cumulative/moving sum, recursive/moving estimates) and F statistics, respectively. These methods are described in Zeileis et al. (2002) . Finally, the breakpoints in regression models with structural changes can be estimated together with confidence intervals, and their magnitude as well as the model fit can be evaluated using a variety of statistical measures.""" cran = "strucchangeRcpp" version( "1.5-3-1.0.4", sha256="f506fcb593ce4bacf1892de25154257d0fe02260ef956a75438c6330195cd86d" ) depends_on("r@2.10.0:", type=("build", "run")) depends_on("r-zoo", type=("build", "run")) depends_on("r-sandwich", type=("build", "run")) depends_on("r-rcpp@0.12.7:", type=("build", "run")) depends_on("r-rcpparmadillo", type=("build", "run"))