Re: [R] CuSum & V-Mask

About this list Date view Thread view Subject view Author view Other groups

Subject: Re: [R] CuSum & V-Mask
From: Achim Zeileis (zeileis@ci.tuwien.ac.at)
Date: Thu 25 Jan 2001 - 03:32:37 EST 

Message-ID: <3A6F11B5.5EF2E02@ci.tuwien.ac.at>

Gavin McCabe wrote:
>
> Good Afternoon,
>
> I am currently writing a program to perform a cusum with v-mask and since I
> am experiencing a few problems, was wondering if there is something similar
> in existance?

I'm currently working on a package containing several structral change
tests. It includes the Standard and the OLS-based version of the CUSUM
test (with an option to plot the CUSUM graphs and the boundaries). I
could send you a preliminary version of the package.

Achim

---------------------------
Achim Zeileis

Institut für Statistik
Technische Universität Wien
-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-
r-help mailing list -- Read http://www.ci.tuwien.ac.at/~hornik/R/R-FAQ.html
Send "info", "help", or "[un]subscribe"
(in the "body", not the subject !) To: r-help-request@stat.math.ethz.ch
_._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._

About this list Date view Thread view Subject view Author view Other groups

This archive was generated by hypermail 2b25 : Thu 01 Feb 2001 - 16:14:43 EST