Dear useRs, the strucchange package for testing for structural change has been updated: the current version is 1.2-4. The most significant additions were two functions gefp() and efpFunctional(). gefp() implements a class of generalized M-fluctuation tests for testing for parameter instability or structural change in general parametric models including generalized linear models (GLMs). efpFunctional() provides infrastructure for inference based on functionals applied to empirical fluctuation processes such as automatic tabulation of critical values and a choice of a suitable visualization method. The theory behind both functions is described in Zeileis & Hornik (2003), the implementation ideas are explained in Zeileis (2004). Links to both papers are available from my web page: http://www.ci.tuwien.ac.at/~zeileis/ Best wishes, Z -------------------- Package: strucchange Version: 1.2-4 Date: 2004-08-10 Title: Testing for Structural Change Author: Achim Zeileis, Friedrich Leisch, Bruce Hansen, Kurt Hornik, Christian Kleiber, Andrea Peters Maintainer: Achim Zeileis <Achim.Zeileis at wu-wien.ac.at> Description: Testing, dating and monitoring of structural change in linear regression relationships. strucchange 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. It is possible to monitor incoming data online using fluctuation processes. Finally, the breakpoints in regression models with structural changes can be estimated together with confidence intervals. Emphasis is always given to methods for visualizing the data. Depends: sandwich, zoo, R (>= 1.5.0) License: GPL _______________________________________________ R-packages mailing list R-packages at stat.math.ethz.ch https://stat.ethz.ch/mailman/listinfo/r-packages