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QR.break  

Structural Breaks in Quantile Regression
View on CRAN: Click here


Download and install QR.break package within the R console
Install from CRAN:
install.packages("QR.break")

Install from Github:
library("remotes")
install_github("cran/QR.break")

Install by package version:
library("remotes")
install_version("QR.break", "1.0.2")



Attach the package and use:
library("QR.break")
Maintained by
Zhongjun Qu
[Scholar Profile | Author Map]
First Published: 2025-04-07
Latest Update: 2025-04-07
Description:
Methods for detecting structural breaks, determining the number of breaks, and estimating break locations in linear quantile regression, using one or multiple quantiles, based on Qu (2008) and Oka and Qu (2011).Applicable to both time series and repeated cross-sectional data. The main function is rq.break(). References for detailed theoretical and empirical explanations: (1) Qu, Z. (2008). Testing for Structural Change in Regression Quantiles. Journal of Econometrics, 146(1), 170-184 <doi:10.1016/j.jeconom.2008.08.006> (2) Oka, T., and Qu, Z. (2011).Estimating Structural Changes in Regression Quantiles.Journal of Econometrics, 162(2), 248-267 <doi:10.1016/j.jeconom.2011.01.005>.
How to cite:
Zhongjun Qu (2025). QR.break: Structural Breaks in Quantile Regression. R package version 1.0.2, https://cran.r-project.org/web/packages/QR.break. Accessed 03 May. 2025.
Previous versions and publish date:
1.0.1 (2025-04-07 17:10)
Other packages that cited QR.break R package
View QR.break citation profile
Other R packages that QR.break depends, imports, suggests or enhances
Complete documentation for QR.break
Functions, R codes and Examples using the QR.break R package
Full QR.break package functions and examples
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