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SupMZ  

Detecting Structural Change with Heteroskedasticity
View on CRAN: Click here


Download and install SupMZ package within the R console
Install from CRAN:
install.packages("SupMZ")

Install from Github:
library("remotes")
install_github("cran/SupMZ")

Install by package version:
library("remotes")
install_version("SupMZ", "0.2.0")



Attach the package and use:
library("SupMZ")
Maintained by
Muhammad Yaseen
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2019-05-24
Latest Update: 2020-01-16
Description:
Calculates the sup MZ value to detect the unknown structural break points under Heteroskedasticity as given in Ahmed et al. (2017) (<doi:10.1080/03610926.2016.1235200>).
How to cite:
Muhammad Yaseen (2019). SupMZ: Detecting Structural Change with Heteroskedasticity. R package version 0.2.0, https://cran.r-project.org/web/packages/SupMZ
Previous versions and publish date:
0.1.0 (2019-05-24 17:20)
Other packages that cited SupMZ R package
View SupMZ citation profile
Other R packages that SupMZ depends, imports, suggests or enhances
Functions, R codes and Examples using the SupMZ R package
Some associated functions: Belgium . Japan . Srilanka . supmz . 
Some associated R codes: Belgium.R . Japan.R . Srilanka.R . supmz.R .  Full SupMZ package functions and examples
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