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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>).

Versions across snapshots

VersionRepositoryFileSize
0.2.0 rolling linux/jammy R-4.5 SupMZ_0.2.0.tar.gz 23.3 KiB
0.2.0 rolling linux/noble R-4.5 SupMZ_0.2.0.tar.gz 23.2 KiB
0.2.0 rolling source/ R- SupMZ_0.2.0.tar.gz 5.8 KiB
0.2.0 latest linux/jammy R-4.5 SupMZ_0.2.0.tar.gz 23.3 KiB
0.2.0 latest linux/noble R-4.5 SupMZ_0.2.0.tar.gz 23.2 KiB
0.2.0 latest source/ R- SupMZ_0.2.0.tar.gz 5.8 KiB
0.2.0 2026-04-26 source/ R- SupMZ_0.2.0.tar.gz 5.8 KiB
0.2.0 2026-04-23 source/ R- SupMZ_0.2.0.tar.gz 5.8 KiB
0.2.0 2026-04-09 windows/windows R-4.5 SupMZ_0.2.0.zip 26.8 KiB
0.2.0 2025-04-20 source/ R- SupMZ_0.2.0.tar.gz 5.8 KiB

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