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# Copyright 2013-2023 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 RStrucchange(RPackage):
"""Testing, Monitoring, and Dating Structural Changes.
Testing, monitoring and dating structural changes in (linear) regression
models. strucchange 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., CUSUM,
MOSUM, recursive/moving estimates) and F statistics, respectively. It is
possible to monitor incoming data online using fluctuation processes.
Finally, the breakpoints in regression models with structural changes can
be estimated together with confidence intervals. Emphasis is always given
to methods for visualizing the data."""
cran = "strucchange"
license("GPL-2.0-only OR GPL-3.0-only")
version("1.5-3", sha256="cac6b4028f68cc8d39202377161d0f7f72ea229b552a5c35769053ab89f90f86")
version("1.5-2", sha256="7d247c5ae6f5a63c80e478799d009c57fb8803943aa4286d05f71235cc1002f8")
version("1.5-1", sha256="740e2e20477b9fceeef767ae1002adc5ec397cb0f7daba5289a2c23b0dddaf31")
depends_on("r@2.10.0:", type=("build", "run"))
depends_on("r-zoo", type=("build", "run"))
depends_on("r-sandwich", type=("build", "run"))
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