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| author | TAKATSU Tomonari <tota@FreeBSD.org> | 2012-02-06 09:54:23 +0000 |
|---|---|---|
| committer | TAKATSU Tomonari <tota@FreeBSD.org> | 2012-02-06 09:54:23 +0000 |
| commit | 964762437561ac4fee9aea9a4939826430538a0c (patch) | |
| tree | 2f93ce57457b79e57d11c76c00b7fc50d9eaadc0 /finance/Makefile | |
| parent | - Update to 1.4.0 (diff) | |
- Add a new port: finance/R-cran-strucchange
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.
WWW: http://cran.r-project.org/web/packages/strucchange/
Notes
Notes:
svn path=/head/; revision=290478
Diffstat (limited to 'finance/Makefile')
| -rw-r--r-- | finance/Makefile | 1 |
1 files changed, 1 insertions, 0 deletions
diff --git a/finance/Makefile b/finance/Makefile index 6f5aa3993169..7be0ef119d36 100644 --- a/finance/Makefile +++ b/finance/Makefile @@ -6,6 +6,7 @@ SUBDIR += R-cran-RFinanceYJ SUBDIR += R-cran-gmm SUBDIR += R-cran-plm + SUBDIR += R-cran-strucchange SUBDIR += aqbanking SUBDIR += aqmoney SUBDIR += beanie |