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multibreakeR  

Tests for a Structural Change in Multivariate Time Series
View on CRAN: Click here


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

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

Install by package version:
library("remotes")
install_version("multibreakeR", "0.1.0")



Attach the package and use:
library("multibreakeR")
Maintained by
Loic Marechal
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2023-05-24
Latest Update: 2023-05-24
Description:
Flexible implementation of a structural change point detection algorithm for multivariate time series. It authorizes inclusion of trends, exogenous variables, and break test on the intercept or on the full vector autoregression system. Bai, Lumsdaine, and Stock (1998) .
How to cite:
Loic Marechal (2023). multibreakeR: Tests for a Structural Change in Multivariate Time Series. R package version 0.1.0, https://cran.r-project.org/web/packages/multibreakeR. Accessed 15 Jul. 2026.
Previous versions and publish date:
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Complete documentation for multibreakeR
Functions, R codes and Examples using the multibreakeR R package
Some associated functions: AicBic . Beta . ConfidenceInterval . ConformableMatrix . Fstat . Lags . Main . PlotStats . Sigma . Simul . Vdistr . example_data . tidyeval . 
Some associated R codes: aic_bic.R . beta.R . confidence_interval.R . conformable_matrix.R . example_data.R . f_stat.R . lags.R . main.R . plot_stats.R . sigma.R . simul.R . utils-tidy-eval.R . v_distrib.R .  Full multibreakeR package functions and examples
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