gnu: Add r-strucchange.
* gnu/packages/cran.scm (r-strucchange): New variable.
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@ -9314,3 +9314,33 @@ normalization of components. Several data matrices may be decomposed
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simultaneously by assuming that one of the two matrices in the bilinear
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decomposition is shared between datasets.")
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(license license:gpl2+)))
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(define-public r-strucchange
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(package
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(name "r-strucchange")
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(version "1.5-1")
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(source
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(origin
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(method url-fetch)
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(uri (cran-uri "strucchange" version))
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(sha256
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(base32
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"0cdgvl6kphm2i59bmnppn1y3kv65ml111bk7yzpcx7vv8wh2w3kl"))))
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(build-system r-build-system)
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(propagated-inputs
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`(("r-sandwich" ,r-sandwich)
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("r-zoo" ,r-zoo)))
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(home-page "https://cran.r-project.org/web/packages/strucchange")
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(synopsis "Testing, monitoring, and dating structural changes")
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(description
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"This package provides tools for testing, monitoring and dating
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structural changes in (linear) regression models. It features tests/methods
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from the generalized fluctuation test framework as well as from the F
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test (Chow test) framework. This includes methods to fit, plot and test
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fluctuation processes (e.g., CUSUM, MOSUM, recursive/moving estimates) and F
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statistics, respectively. It is possible to monitor incoming data online
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using fluctuation processes. Finally, the breakpoints in regression models
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with structural changes can be estimated together with confidence intervals.
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Emphasis is always given to methods for visualizing the data.")
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;; Either of these two GPL versions
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(license (list license:gpl2 license:gpl3))))
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