From 895efece3769a30d93badb20c0abfdfa86540fed Mon Sep 17 00:00:00 2001 From: Ricardo Wurmus Date: Wed, 9 Jan 2019 14:55:43 +0100 Subject: gnu: Add r-strucchange. * gnu/packages/cran.scm (r-strucchange): New variable. --- gnu/packages/cran.scm | 30 ++++++++++++++++++++++++++++++ 1 file changed, 30 insertions(+) (limited to 'gnu/packages/cran.scm') 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)))) -- cgit v1.2.3