-------- Forwarded Message --------
Subject: [R] multiple break in univariate series
Date: Sat, 28 Mar 2015 00:41:35 +0100
From: Temel İspanyolca <ispanyol...@gmail.com>
To: R-help@r-project.org
Hello
Any one knows multiple break test for univariate series ?
Which kind of breaks? shift?
You may want to look for CUSUM or MOSUM tests or even permutation tests.
Packages: strucchange, changepoint
http://cran.r-project.org/web/packages/changepoint/index.html
http://cran.r-project.org/web/packages/strucchange/index.html
Best,
Uwe Ligges
--
*Thanks*
Engin YILMAZ
[[alternative HTML version deleted]]
______________________________________________
R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see
https://stat.ethz.ch/mailman/listinfo/r-help
PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.
______________________________________________
R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see
https://stat.ethz.ch/mailman/listinfo/r-help
PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.
