The SupMZ package calculates the sup MZ value to detect the unknown structural break points under Heteroskedasticity as given in Ahmed et al. (2017).
- Muhammad Yaseen ([email protected])
- Sami Ullah ([email protected])
- Gulfam Haider ([email protected])
Use devtools to install the development version from Github:
if(!require("remotes")) install.packages("remotes")
devtools::install_github("myaseen208/SupMZ")
This package is free and open source software, licensed under GPL.