1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
|
# 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 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"))
|
