Package: SupMZ 0.3.0

SupMZ: Detecting Structural Change with Heteroskedasticity

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>).

Authors:Muhammad Yaseen [aut, cre], Sami Ullah [aut, ctb], Gulfam Haider [aut, ctb]

SupMZ_0.3.0.tar.gz
SupMZ_0.3.0.zip(r-4.5)SupMZ_0.3.0.zip(r-4.4)SupMZ_0.3.0.zip(r-4.3)
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SupMZ.pdf |SupMZ.html✨
SupMZ/json (API)
NEWS

# Install 'SupMZ' in R:
install.packages('SupMZ', repos = c('https://myaseen208.r-universe.dev', 'https://cloud.r-project.org'))

Bug tracker:https://github.com/myaseen208/supmz/issues

Pkgdown site:https://myaseen208.github.io

Datasets:
  • Belgium - Data contains Household Consumption (C) and GDP (Y) for Belgium from 1969 to 1998.
  • Japan - Data contains Household Consumption (C) and GDP (Y) for Japan from 1978 to 2007.
  • Srilanka - Data contains Household Consumption (C) and GDP (Y) for Sri Lanka from 1978 to 2006.

On CRAN:

3.70 score 1 scripts 450 downloads 1 exports 18 dependencies

Last updated 5 years agofrom:c3b11956a6. Checks:1 OK, 7 WARNING. Indexed: yes.

TargetResultLatest binary
Doc / VignettesOKJan 30 2025
R-4.5-winWARNINGJan 30 2025
R-4.5-macWARNINGJan 30 2025
R-4.5-linuxWARNINGJan 30 2025
R-4.4-winWARNINGJan 30 2025
R-4.4-macWARNINGJan 30 2025
R-4.3-winWARNINGJan 30 2025
R-4.3-macWARNINGJan 30 2025

Exports:supmz

Dependencies:clidplyrfansigenericsgluelifecyclemagrittrpillarpkgconfigR6rbibutilsRdpackrlangtibbletidyselectutf8vctrswithr

Introduction to SupMZ

Muhammad Yaseen^1^, Sami Ullah^1^^,^ ^2^, and Gulfam Haider^3^

Rendered fromIntroSupMZ.Rmdusingknitr::rmarkdown_notangleon Jan 30 2025.

Last update: 2020-01-17
Started: 2020-01-17