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.html , 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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