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# Copyright 2013-2022 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) <doi:10.18637/jss.v007.i02>. 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'))
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