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strucchange (version 0.9-4)
Testing for Structural Change
Description
Testing on structural change in linear regression relationships.
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. Furthermore it is possible to monitor incoming data
online.