WebCRAN - Package Rcpp The 'Rcpp' package provides R functions as well as C++ classes which offer a seamless integration of R and C++. Many R data types and objects can be mapped back and forth to C++ equivalents which facilitates both writing of new code as well as easier integration of third-party libraries. WebCRAN - Package zoo An S3 class with methods for totally ordered indexed observations. It is particularly aimed at irregular time series of numeric vectors/matrices and factors. zoo's key design goals are independence of a particular index/date/time class and consistency with ts and base R by providing methods to extend standard generics.
CRAN - Package strucchange
WebFeb 6, 2024 · A fast implementation with additional experimental features for testing, monitoring and dating structural changes in (linear) regression models. 'strucchangeRcpp' 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 … WebExplains the behavior of a time series by decomposing it into its trend, seasonality and residuals. It is built to perform very well in the presence of significant level shifts. It is designed to play well with any breakpoint algorithm and any smoothing algorithm. Currently defaults to 'lowess' for smoothing and 'strucchange' for breakpoint identification. The … locksmith hendersonville nc
WebOne of the nice features of the strucchange package is that it has a detailed user guide. You can find it by going to the packages tab, before clicking on the name of the package. Here you will see a link to User guides, package vignettes and other documentation. WebFeb 6, 2024 · Computes multivariate normal and t probabilities, quantiles, random deviates and densities. WebCRAN - Package svars Implements data-driven identification methods for structural vector autoregressive (SVAR) models as described in Lange et al. (2024) < indien im commonwealth