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
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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'))

Peer review:

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

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:

1 exports 0.68 score 18 dependencies 1 scripts 690 downloads

Last updated 5 years agofrom:c3b11956a6. Checks:OK: 1 WARNING: 6. Indexed: yes.

TargetResultDate
Doc / VignettesOKSep 02 2024
R-4.5-winWARNINGSep 02 2024
R-4.5-linuxWARNINGSep 02 2024
R-4.4-winWARNINGSep 02 2024
R-4.4-macWARNINGSep 02 2024
R-4.3-winWARNINGSep 02 2024
R-4.3-macWARNINGSep 02 2024

Exports:supmz

Dependencies:clidplyrfansigenericsgluelifecyclemagrittrpillarpkgconfigR6rbibutilsRdpackrlangtibbletidyselectutf8vctrswithr

Introduction to SupMZ

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

Rendered fromIntroSupMZ.Rmdusingknitr::rmarkdown_notangleon Sep 02 2024.

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