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authorRicardo Wurmus <ricardo.wurmus@mdc-berlin.de>2019-01-09 14:55:43 +0100
committerRicardo Wurmus <rekado@elephly.net>2019-01-09 15:43:50 +0100
commit895efece3769a30d93badb20c0abfdfa86540fed (patch)
tree60d01dcedecb28f862940920a27d9898f467ebd0
parentd28be7b76b58fd86cfc6fa5f0fa6ad95b1e633c6 (diff)
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gnu: Add r-strucchange.
* gnu/packages/cran.scm (r-strucchange): New variable.
-rw-r--r--gnu/packages/cran.scm30
1 files changed, 30 insertions, 0 deletions
diff --git a/gnu/packages/cran.scm b/gnu/packages/cran.scm
index 44f79a5f3e..87edfafe20 100644
--- a/gnu/packages/cran.scm
+++ b/gnu/packages/cran.scm
@@ -9314,3 +9314,33 @@ normalization of components. Several data matrices may be decomposed
simultaneously by assuming that one of the two matrices in the bilinear
decomposition is shared between datasets.")
(license license:gpl2+)))
+
+(define-public r-strucchange
+ (package
+ (name "r-strucchange")
+ (version "1.5-1")
+ (source
+ (origin
+ (method url-fetch)
+ (uri (cran-uri "strucchange" version))
+ (sha256
+ (base32
+ "0cdgvl6kphm2i59bmnppn1y3kv65ml111bk7yzpcx7vv8wh2w3kl"))))
+ (build-system r-build-system)
+ (propagated-inputs
+ `(("r-sandwich" ,r-sandwich)
+ ("r-zoo" ,r-zoo)))
+ (home-page "https://cran.r-project.org/web/packages/strucchange")
+ (synopsis "Testing, monitoring, and dating structural changes")
+ (description
+ "This package provides tools for testing, monitoring and dating
+structural changes in (linear) regression models. It 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.")
+ ;; Either of these two GPL versions
+ (license (list license:gpl2 license:gpl3))))