similar to: strucchange package for windows

It's two days I try to answer to a mail of Achim Zeileis, the maintainer of strucchange package, using the mail address: zeileis at ci.tuwien.ac.at. I got the following error: ----- The following addresses had permanent fatal errors ----- <zeileis at ci.tuwien.ac.at> (reason: 550 5.7.1 <zeileis at ci.tuwien.ac.at>... Access denied) Can anyone tell me how to reach him?

hello R-world, according to the strucchange package .pdf, "all procedures in this package are concerned with testing or assessing deviations from stability in the classical linear regression model." i'd like to test/assess deviations from stability in the Poisson model. is there a way to modify the strucchange package to suit my purposes, or should i use be using another

Hello, Im using strucchange package in R software in order to apply Bai and Peron (1998, 2003) structural break tests to a set of n=1671 observations with a constant term (no AR terms). For that purpose I have read several papers, for instance Validating Multiple Structural Change Models An Extended Case Study, in which its aim is to replicate the results from Bai and Perron (2003) in R

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).

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).

There is a new package in the devel-section of CRAN called 'strucchange' providing functions for testing on structural change in linear regression relationships. It 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

On Fri, 7 Apr 2006 16:09:53 +0200 Brandt, T. (Tobias) wrote: > Hi > > Is there a reason why as.matrix.zoo doesn't set the rownames to the > index like as.data.frame.zoo does? Yes, oversight, I think ;-) Added to the devel-version of zoo. I'll try to get it out to CRAN in the next days. Z > Thanks > > Tobias > > > > library(zoo) > > x.Date

HI i'm trying to detect breaks points in various flow time series, they all contains seasonality and trend my question is : i have to remove this seasonality and trend before apply the function breakpoints du package strucchange?? another question, the function breakpoints is similar to de Pettit tests ? or how does it realy works? THANKS!!!! DENISSE -- View this message in context:

To the R development team; I found an unusual behavior in zoo when I upgraded to R 2.11.0 - it abruptly terminated when I performed certain operations on large zoo objects. I sent an e-mail to Achim Zeileis and he said this was a potential bug that I should report to the R development team. The details are given below in the thread below. Basically, I can crash R with this code: library(zoo)

Greetings, I'm complety new to "R" and have a question. I've read through a couple of manuals but I'm having a problem with getting something run properly. I'd like to attempt to use the "strucchange" package with some sample data however I'm having trouble understanding the proper syntax of the commands from which to do so. I basically want to take

Greetings - Am hoping to use the strucchange package to look for structural breaks in some messy regression data. A series of preliminary analyses indicate that BLUE for these data will involve some weighting the data (estimates of a particular population parameter) by a function of the variance of the estimate (say, inverse of the variance). While I've gone through the docs for

Can anyone please tell me how to get the r-squared output from a piecewise (segmented) regression using the strucchange package? Here is the R code I have tried thus far. library(lmtest) library(strucchange) data <- ts(c(rnorm(30), runif(30)), frequency = 12, start = c(2005, 01)) bpts <- breakpoints(data ~ 1) print(bpts) summary(bpts) coeftest(bpts) [[alternative HTML version

When I run the code below on Macintosh and Windows, the plot comes out fine. However, on Linux, the png generated is invalid from R console, and loading strucchange crashes rkward. Is this a known issue on Linux and, if so, is there a workaround? Many thanks! require(strucchange) data("RealInt") bp.ri <- breakpoints(RealInt~1, h=15) summary(bp.ri) fac.ri <- breakfactor(bp.ri,

If I try the breakpoints() function (strucchange package) with a minimum segment size = the number of regressors, there appears the following error message: "minimum segment size must be greater than the number of regressors" According to the documentation: "breakpoints implements the algorithm described in Bai & Perron (2003) for simultaneous estimation of multiple

Hello, I am just studying the following example from vignette: strucchange-intro, contineousely ending up in an error. This is the given code: 1. library(strucchange) 2. data(USIncExp) 3. if (!"package:stats" %in% search()) library(ts) 4. USIncExp2 <- window(USIncExp, start = c(1985, 12)) A.Modelling: coint.res <- residuals(lm(expenditure ~ income, data = USIncExp2))

I want to apply Nyblom-Hansen test with the strucchange package, but I don't know how is the correct way and what is the difference between the following two approaches (leeding to different results): data("longley") # 1. Approach: sctest(Employed ~ Year + GNP.deflator + GNP + Armed.Forces, data = longley, type = "Nyblom-Hansen") #results in: # Score-based CUSUM

Dear R-Team, Am I right supposing that the "breakpoints()" function in the strucchange package is an implementation of the pure structural change model proposed by Bai and Perron (1997, 2003)? My question relates to a partial structural change model that Bai and Perron formulate in their 2003 paper, e.g. formulated as y = x' beta + z' delta_j + epsilon, where beta and delta

Dear all, I'm trying to understand how the strucchange package is working and I have been looking at the examples given for the Fstats() function. The first example (Nile), shows one peak in the F-stats and one breakpoint is estimated, that can be plotted using the following code ## Nile data with one breakpoint: the annual flows drop in 1898 ## because the first Ashwan dam was built

Hello, to understand better how efpFunctional works, I'm trying to construct my own functionals. But concerning already existing functionals I have some questions. With maxBB it is clear: functional = list(comp = function(x) max(abs(x)), time = max), with rangeBB: functional = list(time = function(x) max(x)-min(x), comp = max), with meanL2BB, if I understood correctly: functional =

thank you, achim. I will try chol2inv. sandwich is a very nice package, but let me make some short suggestions. I am not a good econometrician, so I do not know what prewhitening is, and the vignette did not explain it. "?coeftest" did not work after I loaded the library. automatic bandwidth selection can be a good thing, but is not always. as to my own little function, I like the