diff options
| author | TAKATSU Tomonari <tota@FreeBSD.org> | 2012-02-06 09:54:23 +0000 |
|---|---|---|
| committer | TAKATSU Tomonari <tota@FreeBSD.org> | 2012-02-06 09:54:23 +0000 |
| commit | 964762437561ac4fee9aea9a4939826430538a0c (patch) | |
| tree | 2f93ce57457b79e57d11c76c00b7fc50d9eaadc0 /finance | |
| parent | 2132a4b83eaf4be693b4073addf20df856bbe05f (diff) | |
Notes
Diffstat (limited to 'finance')
| -rw-r--r-- | finance/Makefile | 1 | ||||
| -rw-r--r-- | finance/R-cran-strucchange/Makefile | 24 | ||||
| -rw-r--r-- | finance/R-cran-strucchange/distinfo | 2 | ||||
| -rw-r--r-- | finance/R-cran-strucchange/pkg-descr | 12 |
4 files changed, 39 insertions, 0 deletions
diff --git a/finance/Makefile b/finance/Makefile index 6f5aa3993169..7be0ef119d36 100644 --- a/finance/Makefile +++ b/finance/Makefile @@ -6,6 +6,7 @@ SUBDIR += R-cran-RFinanceYJ SUBDIR += R-cran-gmm SUBDIR += R-cran-plm + SUBDIR += R-cran-strucchange SUBDIR += aqbanking SUBDIR += aqmoney SUBDIR += beanie diff --git a/finance/R-cran-strucchange/Makefile b/finance/R-cran-strucchange/Makefile new file mode 100644 index 000000000000..fe70f84bdc9a --- /dev/null +++ b/finance/R-cran-strucchange/Makefile @@ -0,0 +1,24 @@ +# New ports collection makefile for: R-cran-strucchange +# Date created: 2012-02-05 +# Whom: TAKATSU Tomonari <tota@FreeBSD.org> +# +# $FreeBSD$ +# + +PORTNAME= strucchange +DISTVERSION= 1.4-6 +CATEGORIES= finance +DISTNAME= ${PORTNAME}_${DISTVERSION} + +MAINTAINER= tota@FreeBSD.org +COMMENT= Testing, Monitoring, and Dating Structural Changes + +LICENSE= GPLv2 + +RUN_DEPENDS= R-cran-zoo>0:${PORTSDIR}/math/R-cran-zoo \ + R-cran-sandwich>0:${PORTSDIR}/math/R-cran-sandwich + +USE_R_MOD= yes +R_MOD_AUTOPLIST= yes + +.include <bsd.port.mk> diff --git a/finance/R-cran-strucchange/distinfo b/finance/R-cran-strucchange/distinfo new file mode 100644 index 000000000000..7a9523d06a32 --- /dev/null +++ b/finance/R-cran-strucchange/distinfo @@ -0,0 +1,2 @@ +SHA256 (strucchange_1.4-6.tar.gz) = 789458acbcfbcdd3d2dc99c135437e1119643d6a49eba422adb2eed125be8b75 +SIZE (strucchange_1.4-6.tar.gz) = 713493 diff --git a/finance/R-cran-strucchange/pkg-descr b/finance/R-cran-strucchange/pkg-descr new file mode 100644 index 000000000000..44e73917be98 --- /dev/null +++ b/finance/R-cran-strucchange/pkg-descr @@ -0,0 +1,12 @@ +Testing, monitoring and dating structural changes in (linear) +regression models. strucchange features tests/methods from the +generalized fluctuation test framework as well as from the F test +(Chow test) framework. This includes methods to fit, plot and test +fluctuation processes (e.g., CUSUM, MOSUM, recursive/moving estimates) +and F statistics, respectively. It is possible to monitor incoming +data online using fluctuation processes. Finally, the breakpoints +in regression models with structural changes can be estimated +together with confidence intervals. Emphasis is always given to +methods for visualizing the data. + +WWW: http://cran.r-project.org/web/packages/strucchange/ |