R package citation, R package reverse dependencies, R package scholars, install an r package from GitHub hy is package acceptance pending why is package undeliverable amazon why is package on hold dhl tour packages why in r package r and r package full form why is r free why r is bad which r package to install which r package has which r package which r package version which r package readxl which r package ggplot which r package fread which r package license where is package.json where is package-lock.json where is package.swift where is package explorer in eclipse where is package where is package manager unity where is package installer android where is package manager console in visual studio who r package which r package to install which r package version who is package who is package deal who is package design r and r package full form r and r package meaning what r package has what package r what is package in java what is package what is package-lock.json what is package in python what is package.json what is package installer do r package can't install r packages r can't find package r can't load package can't load xlsx package r can't install psych package r can't install sf package r Write if else in NONMEM pk pd
memochange
View on CRAN: Click
here
Download and install memochange package within the R console
Install from CRAN:
install.packages("memochange")
Install from Github:
library("remotes")
install_github("cran/memochange")
Install by package version:
library("remotes")
install_version("memochange", "1.1.1")
Attach the package and use:
library("memochange")
Maintained by
Kai Wenger
[Scholar Profile | Author Map]
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2019-08-28
Latest Update: 2020-07-26
Description:
Test procedures and break point estimators for persistent processes that exhibit structural breaks in mean or in persistence.
On the one hand the package contains the most popular approaches for testing whether a time series exhibits a break in persistence from I(0) to I(1) or vice versa, such as those of Busetti and Taylor (2004) and Leybourne, Kim, and Taylor (2007).
The approach by Martins and Rodrigues (2014), which allows to detect changes from I(d1) to I(d2) with d1 and d2 being non-integers, is included as well.
In case the tests reject the null of constant persistence, various breakpoint estimators are available to detect the point of the break as well as the order of integration in the two regimes.
On the other hand the package contains the most popular approaches to test for a change-in-mean of a long-memory time series, which were recently reviewed by Wenger, Leschinski, and Sibbertsen (2018).
These include memory robust versions of the CUSUM, sup-Wald, and Wilcoxon type tests. The tests either utilize consistent estimates of the long-run variance or a self normalization approach in their test statistics.
Betken (2016)
Busetti and Taylor (2004)
Dehling, Rooch and Taqqu (2012)
Harvey, Leybourne and Taylor (2006)
Horvath and Kokoszka (1997)
Hualde and Iacone (2017)
Iacone, Leybourne and Taylor (2014)
Leybourne, Kim, Smith, and Newbold (2003)
Leybourne and Taylor (2004)
Leybourne, Kim, and Taylor (2007):
Martins and Rodrigues (2014)
Shao (2011)
Sibbertsen and Kruse (2009)
Wang (2008)
Wenger, Leschinski and Sibbertsen (2018) .
How to cite:
Kai Wenger (2019). memochange: Testing for Structural Breaks under Long Memory and Testing for Changes in Persistence. R package version 1.1.1, https://cran.r-project.org/web/packages/memochange. Accessed 03 Dec. 2024.
Other packages that cited memochange R package
View memochange citation profile
Other R packages that memochange depends,
imports, suggests or enhances
Complete documentation for memochange
Functions, R codes and Examples using
the memochange R package
Some associated functions: BP_estim . BT . CUSUMLM . CUSUM_simple . CUSUMfixed . CV . HLT . HLTmin . LBI . LBI_test . LKSN . LKSN_test . LT . MR . MR_test . cusum . cusum_test . d_vec . ers_test . fb_longrun . fixbsupw . getCV . memochange . pb_sim . ratio_test . snsupwald . snwilcoxon . wald_test . wilcoxonLM .
Some associated R codes: BP_estim.R . CUSUMLM.R . CUSUM_simple.R . CUSUMfixed.R . CV_shift.R . CritValues_Persistence.R . LBI_test.R . LKSN_test.R . MR_test.R . cusum_test.R . fb_longrun.R . fixbsupw.R . memochange.R . pb_sim.R . ratio_test.R . snsupwald.R . snwilcoxon.R . wilcoxonLM.R . Full memochange package functions and examples
Downloads during the last 30 days
Get rewarded with contribution points by
helping add
Reviews / comments / questions /suggestions ↴↴↴
Today's Hot Picks in Authors and Packages
EDOtrans
A data transformation method which takes into account the special property of scale non-invariance w ...
Download / Learn more Package Citations See dependency
Download / Learn more Package Citations See dependency
Maintainer: Jorn Lotsch (view profile)
FSInteract
Performs fast detection of interactions in large-scale data using the
method of random intersection ...
Download / Learn more Package Citations See dependency
Download / Learn more Package Citations See dependency
Maintainer: Rajen D. Shah (view profile)
r2resize
Automatic resizing toolbar for containers, images and tables. Various resizable or expandable contai ...
Download / Learn more Package Citations See dependency
Download / Learn more Package Citations See dependency
Maintainer: Obinna Obianom (view profile)
telemac
An R interface to the TELEMAC suite for modelling
of free surface flow. This includes methods for m ...
Download / Learn more Package Citations See dependency
Download / Learn more Package Citations See dependency
Maintainer: Tobias Pilz (view profile)
donut
Finds the k nearest neighbours in a dataset of specified points,
adding the option to wrap certain ...
Download / Learn more Package Citations See dependency
Download / Learn more Package Citations See dependency
Maintainer: Paul J. Northrop (view profile)
CRANsearcher
One of the strengths of R is its vast package ecosystem. Indeed, R packages extend from visualizatio ...
Download / Learn more Package Citations See dependency
Download / Learn more Package Citations See dependency
Maintainer: Agustin Calatroni (view profile)