Strobl, Carolin, Wickelmaier, Florian, Zeileis, Achim
The preference scaling of a group of subjects may not be homogeneous, but different groups of subjects with certain characteristics may show different preference scalings, each of which can be...
References Bias in Random Forest Variable Importance Measures (2009)
Carolin Strobl, Anne-laure Boulesteix, Achim Zeileis, Torsten Hothorn, J. Friedman, R. Olshen, ...
Eerdewegh (2005). Identifying SNPs predictive of phenotype using random
Automatic Generation of Exams in R (2009)
Package exams provides a framework for automatic generation of standardized statistical exams which is especially useful for large-scale exams. To employ the tools, users just need to supply a pool...
Bookmaker Consensus and Agreement for the UEFA Champions League 2008/09 (2009)
Leitner, Christoph, Zeileis, Achim, Hornik, Kurt
Bookmakers odds are an easily available source of ``prospective" information that is thus often employed for forecasting the outcome of sports events. To investigate the statistical properties of...
Extended Model Formulas in R (2009)
Zeileis, Achim, Croissant, Yves
Model formulas are the standard approach for specifying the variables in statistical models in the S language. Although being eminently useful in an extremely wide class of applications, they have...
Leitner, Christoph, Zeileis, Achim, Hornik, Kurt
Wimbledon is one of the most popular annual sports tournament. In the Gentlemen's Single 2009 the top seeded and defending champion Rafael Nadal withdrew from the tournament due to injury days prior...
Statistical Properties of a Test for Random Forest Variable Importance (2008)
Abstract. Random forests have become a widely-used predictive model in many scientific disciplines within the past few years. Additionally, they are increasingly popular for assessing variable...
Conditional variable importance for random forests (2008)
Strobl, Carolin, Boulesteix, Anne-Laure, Kneib, Thomas, Augustin, Thomas, Zeileis, Achim
Abstract Background Random forests are becoming increasingly popular in many scientific fields because they can cope with "small n large p" problems, complex interactions and even highly correlated...
Object-oriented Computation of Sandwich (2008)
This introduction to the object-orientation features of the R package sandwich is a (slightly) modified version of Zeileis (2006), published in the Journal of Statistical Software. Sandwich...
Testing and dating of structural changes in (2008)
Achim Zeileis, Christian Kleiber, Kurt Hornik, Walter Krämer
practice
Achim Zeileis, Torsten Hothorn, Kurt Hornik
Recursive partitioning is embedded into the general and well-established class of parametric models that can be fitted using M-type estimators (including maximum likelihood). An algorithm for...
Conditional Variable Importance for Random Forests (2008)
Strobl, Carolin, Boulesteix, Anne-Laure, Kneib, Thomas, Augustin, Thomas, Zeileis, Achim
Random forests are becoming increasingly popular in many scientific fields because they can cope with ``small n large p'' problems, complex interactions and even highly correlated predictor...
Strobl, Carolin, Zeileis, Achim
Random forests have become a widely-used predictive model in many scientific disciplines within the past few years. Additionally, they are increasingly popular for assessing variable importance,...
Who is Going to Win the EURO 2008? (2008)
Leitner, Christoph, Zeileis, Achim, Hornik, Kurt
This June one of the biggest and most popular sports tournaments will take place in Austria and Switzerland, the European soccer championship 2008 (UEFA EURO 2008). Therefore millions of soccer fans...
Approximate replication of high-breakdown robust regression techniques (2008)
Zeileis, Achim, Kleiber, Christian
This paper demonstrates that even regression results obtained by techniques close to the standard ordinary least squares (OLS) method can be difficult to replicate if a stochastic model fitting...
Testing, monitoring, and dating structural changes in maximum likelihood models (2008)
Zeileis, Achim, Shah, Ajay, Patnaik, Ila
A unified toolbox for testing, monitoring, and dating structural changes is provided for likelihood-based regression models. In particular, least-squares methods for dating breakpoints are extended...
Econometrics in R: Past, Present, and Future (2008)
Recently, computational methods and software have been receiving more attention in the econometrics literature, emphasizing that they are integral components of modern econometric research. This has...
Regression Models for Count Data in R (2008)
Achim Zeileis, Christian Kleiber, Simon Jackman
The classical Poisson, geometric and negative binomial regression models for count data belong to the family of generalized linear models and are available at the core of the statistics toolbox in...
Approximate replication of high-breakdown robust regression techniques (2008)
Zeileis, Achim; Kleiber, Christian
This paper demonstrates that even regression results obtained by techniques close to the standard ordinary least squares (OLS) method can be difficult to replicate if a stochastic model fitting...
Predicting the Winner of the EURO 2008 (2008)
Leitner, Christoph, Zeileis, Achim, Hornik, Kurt
In June 2008 one of the biggest and most popular sports tournaments took place in Austria and Switzerland, the European football championship 2008 (UEFA EURO 2008). Before the tournament started...
Automatic generation of simple (statistical) exams (2008)
Package exams provides a framework for automatic generation of simple (statistical) exams. To employ the tools, users just need to supply a pool of exercises and a master file controlling the layout...
Implementing a Class of Permutation Tests: The coin Package (2008)
Torsten Hothorn, Kurt Hornik, Achim Zeileis
The R package coin implements a unified approach to permutation tests providing a huge class of independence tests for nominal, ordered, numeric, and censored data as well as multivariate data at...
Collaborative Software Development Using R-Forge (2008)
Theußl, Stefan, Zeileis, Achim
Open source software (OSS) is typically created in a decentralized self-organizing process by a community of developers having the same or similar interests. A key factor for the success of OSS over...
The Grunfeld Data at 50 (2008)
Kleiber, Christian, Zeileis, Achim
This paper revisits Grunfeld's well-known investment data, one of the most widely used data sets in all of econometrics, on the occasion of their 50th anniversary. It presents, apparently for the...
Automatic generation of simple (statistical) exams (2008)
Package exams provides a framework for automatic generation of simple (statistical) exams. To employ the tools, users just need to supply a pool of exercises and a master file controlling the layout...
The Grunfeld Data at 50 (2008)
Kleiber, Christian, Zeileis, Achim
This paper revisits Grunfeld's well-known investment data, one of the most widely used data sets in all of econometrics, on the occasion of their 50th anniversary. It presents, apparently for the...
Predicting the Winner of the EURO 2008 (2008)
Leitner, Christoph, Zeileis, Achim, Hornik, Kurt
In June 2008 one of the biggest and most popular sports tournaments took place in Austria and Switzerland, the European football championship 2008 (UEFA EURO 2008). Before the tournament started...
Collaborative Software Development Using R-Forge (2008)
Theußl, Stefan, Zeileis, Achim
Open source software (OSS) is typically created in a decentralized self-organizing process by a community of developers having the same or similar interests. A key factor for the success of OSS over...
kernlab – A Kernel Methods Package (2007)
Friedrich Leisch, Achim Zeileis (eds, Alexandros Karatzoglou, Achim Zeileis, ...
Designing software for Support Vector Machines (SVM) and kernel methods in general poses an interesting design problem. Our aim is to provide one possible solution using R object oriented features....
Visualizing Independence Using Extended Association and Mosaic Plots (2007)
David Meyer, Achim Zeileis, Kurt Hornik
Two visualization techniques for the independence problem in 2-way contingency tables—assocation and mosaic plots—are extended in two directions: 1. The visualization is enhanced by displaying...
Management Science'). Generalized M-Fluctuation Tests for Parameter Instability (2007)
In Cooperation, Achim Zeileis, Achim Zeileis, Kurt Hornik, Kurt Hornik
Papers published in this report series are preliminary versions of journal articles. This piece of research was supported by the Austrian Science Foundation (FWF) under
David Meyer, Achim Zeileis, Ros Karatzoglou, Kurt Hornik, Michael Friendly
Description Functions and data sets based on the book ”Visualizing Categorical Data ” by
Depends R (> = 1.3.0) License GPL R topics documented: (2007)
Achim Zeileis, Friedrich Leisch, Bruce Hansen, Kurt Hornik, Christian Kleiber, Andrea Peters
Description Testing on structural change in linear regression relationships. It features tests/methods from the generalized fluctuation test framework as well as from the F test (Chow test)...
Bias in random forest variable importance measures: Illustrations, sources and a solution (2007)
Strobl, Carolin, Boulesteix, Anne-Laure, Zeileis, Achim, Hothorn, Torsten
Abstract Background Variable importance measures for random forests have been receiving increased attention as a means of variable selection in many classification tasks in bioinformatics and related...
Open-Source Machine Learning: R Meets Weka (2007)
Hornik, Kurt, Buchta, Christian, Zeileis, Achim
Two of the prime open-source environments available for machine/statistical learning in data mining and knowledge discovery are the software packages Weka and R which have emerged from the machine...
Generalized Maximally Selected Statistics (2007)
Hothorn, Torsten, Zeileis, Achim
Maximally selected statistics for the estimation of simple cutpoint models are embedded into a generalized conceptual framework based on conditional inference procedures. This powerful framework...
Regression Models for Count Data in R (2007)
Zeileis, Achim, Kleiber, Christian, Jackman, Simon
The classical Poisson, geometric and negative binomial regression models for count data belong to the family of generalized linear models and are available at the core of the statistics toolbox in...
Benchmarking Open-Source Tree Learners in R/RWeka (2007)
Schauerhuber, Michael, Zeileis, Achim, Meyer, David, Hornik, Kurt
The two most popular classification tree algorithms in machine learning and statistics - C4.5 and CART - are compared in a benchmark experiment together with two other more recent constant-fit tree...
Implementing a Class of Permutation Tests: The coin Package (2007)
Hothorn, Torsten, Hornik, Kurt, Van De Wiel, Mark A., Zeileis, Achim
The R package coin implements a unified approach to permutation tests providing a huge class of independence tests for nominal, ordered, numeric, and censored data as well as multivariate data at...
Exchange Rate Regime Analysis Using Structural Change Methods (2007)
Zeileis, Achim, Shah, Ajay, Patnaik, Ila
Regression models for de facto currency regime classification are complemented by inferential techniques for tracking the stability of exchange rate regimes. Several structural change methods are...
Let's Have a party! An Open-Source Toolbox for Recursive Partytioning (2007)
Hothorn, Torsten, Zeileis, Achim, Hornik, Kurt
Package party, implemented in the R system for statistical computing, provides basic classes and methods for recursive partitioning along with reference implementations for three recently-suggested...
Reproducible Econometric Research (2007)
Koenker, Roger, Zeileis, Achim
Recent software developments are reviewed from the vantage point of reproducible econometric research. We argue that the emergence of new tools, particularly in the open-source community, have...
Escaping RGBland: Selecting Colors for Statistical Graphics (2007)
Zeileis, Achim, Hornik, Kurt, Murrell, Paul
Statistical graphics are often augmented by the use of color coding information contained in some variable. When this involves the shading of areas (and not only points or lines) - e.g., as in bar...
SystemRequirements Java (> = 5.0) (2007)
Kurt Hornik, Torsten Hothorn, David Meyer, Achim Zeileis
Description An R interface to Weka (Version 3.5.7). Weka is a collection of machine learning algorithms for data mining tasks written in Java, containing tools for data pre-processing,...
SystemRequirements Java (> = 5.0) (2007)
Kurt Hornik, Torsten Hothorn, David Meyer, Achim Zeileis
Description An R interface to Weka (Version 3.5.6). Weka is a collection of machine learning algorithms for data mining tasks written in Java, containing tools for data pre-processing,...
David Meyer, Achim Zeileis, Kurt Hornik, R Topics Documented
Description Visualization techniques, data sets, summary and inference procedures aimed particularly at categorical data. Special emphasis is given to highly extensible grid graphics. The package was...
Evaluating Model-based Trees in Practice (2006)
Zeileis, Achim, Hothorn, Torsten, Hornik, Kurt
A recently suggested algorithm for recursive partitioning of statistical models (Zeileis, Hothorn and Hornik, 2005), such as models estimated by maximum likelihood or least squares, is evaluated in...
Object-oriented Computation of Sandwich Estimators (2006)
Sandwich covariance matrix estimators are a popular tool in applied regression modeling for performing inference that is robust to certain types of model misspecification. Suitable implementations...
Object-oriented Computation of Sandwich Estimators (2006)
Sandwich covariance matrix estimators are a popular tool in applied regression modeling for performing inference that is robust to certain types of model misspecification. Suitable implementations...
Bias in Random Forest Variable Importance Measures: Illustrations, Sources and a Solution (2006)
Strobl, Carolin, Boulesteix, Anne-Laure, Zeileis, Achim, Hothorn, Torsten
Variable importance measures for random forests have been receiving increased attention as a means of variable selection in many classification tasks in bioinformatics and related scientific fields,...
Choosing Color Palettes for Statistical Graphics (2006)
Statistical graphics are often augmented by the use of color coding information contained in some variable. When this involves the shading of areas (and not only points or lines) - e.g., as in bar...
Choosing Color Palettes for Statistical Graphics (2006)
Statistical graphics are often augmented by the use of color coding information contained in some variable. When this involves the shading of areas (and not only points or lines) - e.g., as in bar...
Permutation Tests for Structural Change (2006)
Zeileis, Achim, Hothorn, Torsten
The supLM test for structural change is embedded into a permutation test framework for a simple location model. The resulting conditional permutation distribution is compared to the usual...
Permutation Tests for Structural Change (2006)
Zeileis, Achim; Hothorn, Torsten
The supLM test for structural change is embedded into a permutation test framework for a simple location model. The resulting conditional permutation distribution is compared to the usual...
Bias in Random Forest Variable Importance Measures: Illustrations, Sources and a Solution (2006)
Strobl, Carolin, Boulesteix, Anne-Laure, Zeileis, Achim, Hothorn, Torsten
Variable importance measures for random forests have been receiving increased attention as a means of variable selection in many classification tasks in bioinformatics and related scientific fields,...
Object-oriented Computation of Sandwich Estimators (2006)
Sandwich covariance matrix estimators are a popular tool in applied regression modeling for performing inference that is robust to certain types of model misspecification. Suitable implementations...
The Strucplot Framework: Visualizing Multi-way (2006)
David Meyer, Achim Zeileis, Kurt Hornik
This paper describes the “strucplot” framework for the visualization of multi-way contingency tables. Strucplot displays include hierarchical conditional plots such as mosaic, association, and...
Version 0.2-4 Date 2006-05-07 Title R/Weka interface The RWeka Package (2006)
Kurt Hornik, Torsten Hothorn, David Meyer, Achim Zeileis
Description An R interface to Weka (Version 3.5.2). Weka is a collection of machine learning algorithms for data mining tasks written in Java, containing tools for data pre-processing,...
Choosing Color Palettes for Statistical Graphics (2006)
Achim Zeileis, Kurt Hornik, Achim Zeileis, Kurt Hornik
Statistical graphics are often augmented by the use of color coding information contained in some variable. When this involves the shading of areas (and not only points or lines)— e.g., as in bar...
Description Model-robust standard error estimators for cross-sectional, time series and longitudinal data. LazyLoad yes LazyData yes
Validating multiple structural change models (2005)
Zeileis, Achim, Kleiber, Christian
In a recent article, Bai and Perron (2003, Journal of Applied Econometrics) present a comprehensive discussion of computational aspects of multiple structural change models along with several...
Three classes of structural change tests (or tests for parameter instability) which have been receiving much attention in both the statistics and econometrics communities but have been developed in...
zoo: an S3 class and methods for indexed totally ordered observations (2005)
Zeileis, Achim, Grothendieck, Gabor
zoo is an R package providing an S3 class with methods for indexed totally ordered observations, such as irregular time series. Its key design goals are independence of a particular index/time/date...
Model-based recursive partitioning (2005)
Zeileis, Achim, Hothorn, Torsten, Hornik, Kurt
Recursive partitioning is embedded into the general and well-established class of parametric models that can be fitted using M-type estimators (including maximum likelihood). An algorithm for...
Residual-based shadings for visualizing (conditional) independence (2005)
Zeileis, Achim, Meyer, David, Hornik, Kurt
Residual-based shadings for enhancing mosaic and association plots to visualize independence models for contingency tables are extended in two directions: (a) perceptually uniform HCL colors are used...
The Strucplot Framework: Visualizing Multi-way Contingency Tables with vcd (2005)
Meyer, David, Zeileis, Achim, Hornik, Kurt
This paper describes the `strucplot' framework for the visualization of multi-way contingency tables. Strucplot displays include hierarchical conditional plots such as mosaic, association, and sieve...
What is the New Chinese Currency Regime? (2005)
Shah, Ajay, Zeileis, Achim, Patnaik, Ila
The revaluation of the yuan in July 2005 was described by the Chinese central bank as a change in the currency regime, rather than merely a changed level of the exchange rate. The reform was said to...
A Lego System for Conditional Inference (2005)
Hothorn, Torsten, Hornik, Kurt, Zeileis, Achim
Conditioning on the observed data is an important and flexible design principle for statistical test procedures. Although generally applicable, permutation tests currently in use are limited to the...
zoo: an S3 class and methods for indexed totally ordered observations (2005)
Zeileis, Achim; Grothendieck, Gabor
zoo is an R package providing an S3 class with methods for indexed totally ordered observations, such as irregular time series. Its key design goals are independence of a particular index/time/date...
Three classes of structural change tests (or tests for parameter instability) which have been receiving much attention in both the statistics and econometrics communities but have been developed in...
Validating multiple structural change models (2005)
Zeileis, Achim; Kleiber, Christian
In a recent article, Bai and Perron (2003, Journal of Applied Econometrics) present a comprehensive discussion of computational aspects of multiple structural change models along with several...
Validating multiple structural change models—a case study (2005)
Achim Zeileis, Christian Kleiber
comprehensive discussion of computational aspects of multiple structural change models along with several empirical examples. Here, we report on the results of a replication study using the R...
The design and analysis of benchmark experiments (2005)
Torsten Hothorn, Friedrich Leisch, Kurt Hornik, Achim Zeileis, ...
The assessment of the performance of learners by means of benchmark experiments is an established exercise. In practice, benchmark studies are a tool to compare the performance of several competing...
Unbiased recursive partitioning: A conditional inference framework (2005)
Torsten Hothorn, Kurt Hornik, Achim Zeileis
Recursive binary partitioning is a popular tool for regression analysis. Two fundamental problems of exhaustive search procedures usually applied to fit such models have been known for a long time:...
kernlab - An S4 Package for Kernel Methods in R (2004)
Alexandros Karatzoglou, Alex Smola, Kurt Hornik, Achim Zeileis
Validating multiple structural change models (2004)
Zeileis, Achim, Kleiber, Christian
In a recent article, Bai and Perron (2003, Journal of Applied Econometrics) present a comprehensive discussion of computational aspects of multiple structural change models along with several...
Implementing a class of structural change tests: An econometric computing approach (2004)
The implementation of a recently suggested class of structural change tests, which test for parameter instability in general parametric models, in the R language for statistical computing is...
Unbiased Recursive Partitioning: A Conditional Inference Framework (2004)
Hothorn, Torsten, Hornik, Kurt, Zeileis, Achim
Recursive binary partitioning is a popular tool for regression analysis. Two fundamental problems of exhaustive search procedures usually applied to fit such models have been known for a long time:...
kernlab - An S4 package for kernel methods in R (2004)
Karatzoglou, Alexandros, Smola, Alex, Hornik, Kurt, Zeileis, Achim
kernlab is an extensible package for kernel-based machine learning methods in R. It takes advantage of R's new S4 object model and provides a framework for creating and using kernel-based algorithms....
Econometric computing with HC and HAC covariance matrix estimators (2004)
Data described by econometric models typically contains autocorrelation and/or heteroskedasticity of unknown form and for inference in such models it is essential to use covariance matrix estimators...
Econometric computing with HC and HAC covariance matrix estimators (2004)
Data described by econometric models typically contains autocorrelation and/or heteroskedasticity of unknown form and for inference in such models it is essential to use covariance matrix estimators...
Implementing a class of structural change tests: An econometric computing approach (2004)
The implementation of a recently suggested class of structural change tests, which test for parameter instability in general parametric models, in the R language for statistical computing is...
Validating multiple structural change models (2004)
Zeileis, Achim; Kleiber, Christian
In a recent article, Bai and Perron (2003, Journal of Applied Econometrics) present a comprehensive discussion of computational aspects of multiple structural change models along with several...
kernlab - An S4 Package for Kernel Methods in R (2004)
Alexandros Karatzoglou, Alex Smola, Kurt Hornik, Achim Zeileis
Econometric computing with hc and hac covariance matrix estimators (2004)
This introduction to the R package sandwich is a (slightly) modified version of Zeileis (2004), published in the Journal of Statistical Software. Data described by econometric models typically...
The vcd Package - Visualizing Categorical Data (2004)
David Meyer, Achim Zeileis, Alexandros Karatzoglou, Ros Karatzoglou, Kurt Hornik, R Topics Documented
SexualFun . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 18 SpaceShuttle . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 19 Suicide . . ....
Testing for Structural Change (2003)
An approach to testing for structural change in parametric models with a special emphasis on (generalized) linear regression models is introduced: First, a generalized framework for testing for...
Generalized M-Fluctuation Tests for Parameter Instability (2003)
A general class of fluctuation tests for parameter instability in an M-estimation framework is suggested. The tests are based on partial sum processes of M-estimation scores for which functional...
The design and analysis of benchmark experiments (2003)
Hothorn, Torsten, Leisch, Friedrich, Zeileis, Achim, Hornik, Kurt
The assessment of the performance of learners by means of benchmark experiments is established exercise. In practice, benchmark studies are a tool to compare the performance of several competing...
Generalized M-Fluctuation Tests for Parameter Instability (2003)
A general class of fluctuation tests for parameter instability in an M-estimation framework is suggested. The tests are based on partial sum processes of M-estimation scores for which functional...
Testing for structural change : theory, implementation and applications / (2003)
Dortmund, University, Diss., 2003 (Nicht für den Austausch).
Proceedings of the 3rd International Workshop (2003)
On Distributed Statistical, Friedrich Leisch, Achim Zeileis (eds, David Meyer, Achim Zeileis, Kurt Hornik, ...
Association plots---a visualization technique for the independence problem in 2-way contingency tables---are extended in three directions: 1. The visualization is enhanced by using colors for the...
Economics and Management Science’). The Design and Analysis of Benchmark Experiments (2003)
Torsten Hothorn, Friedrich Leisch, Achim Zeileis, Kurt Hornik, In Cooperation, Torsten Hothorn, ...
Papers published in this report series are preliminary versions of journal articles. This piece of research was supported by the Austrian Science Foundation
Testing and dating of structural changes in practice (2003)
Achim Zeileis, Christian Kleiber, Walter Krämer, Kurt Hornik
The paper presents an approach to the analysis of data that contains (multiple) structural changes in a linear regression setup. We implement various strategies which have been suggested in the...
strucchange: an R package for Testing for Structural Change in Linear Regression Models (2002)
Achim Zeileis, Friedrich Leisch, Kurt Hornik, Christian Kleiber
Monitoring structural change in dynamic econometric models (2002)
Zeileis, Achim, Leisch, Friedrich, Kleiber, Christian, Hornik, Kurt
The classical approach to testing for structural change employs retrospective tests using a historical data set of a given length. Here we consider a wide array of fluctuation-type tests in a...
strucchange: an R package for Testing for Structural Change in Linear Regression Models (2002)
Achim Zeileis, Friedrich Leisch, Kurt Hornik, Christian Kleiber
strucchange: An R Package for Testing for Structural Change in Linear Regression Models (2002)
Achim Zeileis, Friedrich Leisch, Kurt Hornik, Christian Kleiber
This paper introduces ideas and methods for testing for structural change in linear regression models and presents how these have been realized in an R package called strucchange. It features tests...
strucchange: An R Package for Testing for Structural Change in Linear Regression Models (2002)
In Cooperation, Achim Zeileis, Achim Zeileis, Friedrich Leisch, Friedrich Leisch, Kurt Hornik, ...
Papers published in this report series are preliminary versions of journal articles. This paper was accepted for publication in:
Monitoring Structural Change in Dynamic Econometric Models (2002)
Kleiber Kurt Hornik, In Cooperation, Achim Zeileis, Achim Zeileis, Friedrich Leisch, Friedrich Leisch, ...
The classical approach to testing for structural change employs retrospective tests using a historical data set of a given length. Here we consider a wide array of fluctuation-type tests in a...
Monitoring Structural Change in Dynamic Econometric Models (2002)
Hornik, Kurt, Kleiber, Christian, Leisch, Friedrich, Zeileis, Achim
Testing and Dating of Structural Changes in Practice (2002)
Hornik, Kurt, Kleiber, Christian, Krämer, Walter, Zeileis, Achim
Zeileis, Achim, Leisch, Friedrich, Hornik, Kurt, Kleiber, Christian
This paper introduces ideas and methods for testing for structural change in linear regression models and presents how these have been realized in an R package called strucchange. It features tests...
Strucchange: An R Package for Testing for Structural Change in Linear Regression Models (2001)
Hornik, Kurt, Kleiber, Christian, Leisch, Friedrich, Zeileis, Achim
p values and alternative boundaries for CUSUM tests (2000)
Firstly rather accurate approximations to the p value functions of the common Standard CUSUM test and the OLS-based CUSUM test for structural change are derived. Secondly alternative boundaries for...
p values and alternative boundaries for CUSUM tests (2000)
Firstly rather accurate approximations to the p value functions of the common Standard CUSUM test and the OLS-based CUSUM test for structural change are derived. Secondly alternative boundaries for...
Bias in random forest variable importance measures: Illustrations, sources and a solution
Strobl, Carolin, Boulesteix, Anne-Laure, Zeileis, Achim, Hothorn, Torsten
A Lego System for Conditional Inference
Hothorn, Torsten, Hornik, Kurt, Van De Wiel, Mark A., Zeileis, Achim
Object-oriented Computation of Sandwich Estimators
Sandwich covariance matrix estimators are a popular tool in applied regression modeling for performing inference that is robust to certain types of model misspecification. Suitable implementations...
The Strucplot Framework: Visualizing Multi-way
David Meyer, Achim Zeileis, Kurt Hornik
This paper describes the “strucplot†framework for the visualization of multi-way contingency tables. Strucplot displays include hierarchical conditional plots such as mosaic, association,...
strucchange: An R Package for Testing for Structural Change in Linear Regression Models
Achim Zeileis, Friedrich Leisch, Kurt Hornik, Christian Kleiber
This paper reviews tests for structural change in linear regression models from the generalized fluctuation test framework as well as from the F test (Chow test) framework. It introduces a unified...
kernlab - An S4 Package for Kernel Methods in R
Alexandros Karatzoglou, Alexandros Smola, Kurt Hornik, Achim Zeileis
kernlab is an extensible package for kernel-based machine learning methods in R. It takes advantage of R’s new S4 ob ject model and provides a framework for creating and using kernel-based...
Econometric Computing with HC and HAC Covariance Matrix Estimators
Data described by econometric models typically contains autocorrelation and/or heteroskedasticity of unknown form and for inference in such models it is essential to use covariance matrix estimators...
zoo: S3 Infrastructure for Regular and Irregular Time Series
Achim Zeileis, Gabor Grothendieck
zoo is an R package providing an S3 class with methods for indexed totally ordered observations, such as discrete irregular time series. Its key design goals are independence of a particular...
Journal of Statistical Software
Papers published in Journal of Statistical Software
Testing and dating of structural changes in practice
Zeileis, Achim, Kleiber, Christian, Kramer, Walter, Hornik, Kurt
Validating multiple structural change models-a case study
Christian Kleiber, Achim Zeileis
In a recent article, Bai and Perron (2003, Journal of Applied Econometrics) present a comprehensive discussion of computational aspects of multiple structural change models along with several...
Monitoring structural change in dynamic econometric models
Kurt Hornik, Friedrich Leisch, Christian Kleiber, Achim Zeileis
The classical approach to testing for structural change employs retrospective tests using a historical data set of a given length. Here we consider a wide array of fluctuation-type tests in a...
A Unified Approach to Structural Change Tests Based on ML Scores, F Statistics, and OLS Residuals
Three classes of structural change tests (or tests for parameter instability) that have been receiving much attention in both the statistics and the econometrics communities but have been developed...
Conditional variable importance for random forests
Strobl, Carolin, Boulesteix, Anne-Laure, Kneib, Thomas, Augustin, Thomas, Zeileis, Achim
Escaping RGBland: Selecting colors for statistical graphics
Zeileis, Achim, Hornik, Kurt, Murrell, Paul
Statistical graphics are often augmented by the use of color coding information contained in some variable. When this involves the shading of areas (and not only points or lines)--e.g., as in bar...
On reproducible econometric research
Recent software developments are reviewed from the vantage point of reproducible econometric research. We argue that the emergence of new tools, particularly in the open-source community, have...
Implementing a Class of Permutation Tests: The coin Package
The R package coin implements a unified approach to permutation tests providing a huge class of independence tests for nominal, ordered, numeric, and censored data as well as multivariate data at...
Automatic Generation of Exams in R
Package exams provides a framework for automatic generation of standardized statistical exams which is especially useful for large-scale exams. To employ the tools, users just need to supply a pool...