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mbreaks  

Estimation and Inference for Structural Breaks in Linear Regression Models
View on CRAN: Click here


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

Install from Github:
library("remotes")
install_github("cran/mbreaks")

Install by package version:
library("remotes")
install_version("mbreaks", "1.0.1")



Attach the package and use:
library("mbreaks")
Maintained by
Linh Nguyen
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2023-01-23
Latest Update: 2023-01-23
Description:
Functions provide comprehensive treatments for estimating, inferring, testing and model selecting in linear regression models with structural breaks. The tests, estimation methods, inference and information criteria implemented are discussed in Bai and Perron (1998) "Estimating and Testing Linear Models with Multiple Structural Changes" .
How to cite:
Linh Nguyen (2023). mbreaks: Estimation and Inference for Structural Breaks in Linear Regression Models. R package version 1.0.1, https://cran.r-project.org/web/packages/mbreaks. Accessed 04 Jan. 2025.
Previous versions and publish date:
1.0.0 (2023-01-23 10:30)
Other packages that cited mbreaks R package
View mbreaks citation profile
Other R packages that mbreaks depends, imports, suggests or enhances
Complete documentation for mbreaks
Functions, R codes and Examples using the mbreaks R package
Some associated functions: compile_model . compile_sbtests . compile_seqtests . correct . dating . diag_par . dofix . doglob . doorder . dorepart . doseqtests . dosequa . dotest . estim . interval . mdl . nkpc . nldat . pftest . plambda . plot_model . print.mdl . print.model . print.sbtests . print.seqtests . psigmq . real . spflp1 . 
Some associated R codes: Estimation.R . Procedures.R . SupTest.R . Test.R . Utilities.R . Variance.R . data.R . mdl.R .  Full mbreaks package functions and examples
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