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>).
Version: | 0.2.0 |
Depends: | R (≥ 3.5.0) |
Imports: | dplyr, magrittr |
Suggests: | testthat |
Published: | 2020-01-16 |
DOI: | 10.32614/CRAN.package.SupMZ |
Author: | Muhammad Yaseen [aut, cre], Sami Ullah [aut, ctb], Gulfam Haider [aut, ctb] |
Maintainer: | Muhammad Yaseen <myaseen208 at gmail.com> |
License: | GPL-2 |
URL: | https://github.com/myaseen208/SupMZ, https://myaseen208.github.io/SupMZ/ |
NeedsCompilation: | no |
Materials: | README NEWS |
CRAN checks: | SupMZ results |
Reference manual: | SupMZ.pdf |
Package source: | SupMZ_0.2.0.tar.gz |
Windows binaries: | r-devel: SupMZ_0.2.0.zip, r-release: SupMZ_0.2.0.zip, r-oldrel: SupMZ_0.2.0.zip |
macOS binaries: | r-release (arm64): SupMZ_0.2.0.tgz, r-oldrel (arm64): SupMZ_0.2.0.tgz, r-release (x86_64): SupMZ_0.2.0.tgz, r-oldrel (x86_64): SupMZ_0.2.0.tgz |
Old sources: | SupMZ archive |
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