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>).

Getting started

Package details

AuthorMuhammad Yaseen [aut, cre], Sami Ullah [aut, ctb], Gulfam Haider [aut, ctb]
MaintainerMuhammad Yaseen <[email protected]>
LicenseGPL-2
Version0.2.0
URL https://github.com/myaseen208/SupMZ https://myaseen208.github.io/SupMZ/
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("SupMZ")

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SupMZ documentation built on Jan. 16, 2020, 5:05 p.m.