CRAN/E | SupMZ

SupMZ

Detecting Structural Change with Heteroskedasticity

Installation

About

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).

github.com/myaseen208/SupMZ
myaseen208.github.io/SupMZ/

Key Metrics

Version 0.2.0
R ≥ 3.5.0
Published 2020-01-16 1170 days ago
Needs compilation? no
License GPL-2
CRAN checks SupMZ results

Downloads

Last 24 hours 0 -100%
Last 7 days 55 -29%
Last 30 days 262 +8%
Last 90 days 676 -24%
Last 365 days 4.021 -24%

Maintainer

Maintainer

Muhammad Yaseen

myaseen208@gmail.com

Authors

Muhammad Yaseen

aut / cre

Sami Ullah

aut / ctb

Gulfam Haider

aut / ctb

Material

README
NEWS
Reference manual
Package source

macOS

r-release

arm64

r-oldrel

arm64

r-release

x86_64

r-oldrel

x86_64

Windows

r-devel

x86_64

r-release

x86_64

r-oldrel

x86_64

Old Sources

SupMZ archive

Depends

R ≥ 3.5.0

Imports

dplyr
magrittr

Suggests

testthat