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rbreak  

Restricted Structural Change Models
View on CRAN: Click here


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

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

Install by package version:
library("remotes")
install_version("rbreak", "1.0.7")



Attach the package and use:
library("rbreak")
Maintained by
Zhongjun Qu
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2026-03-27
Latest Update: 2026-03-27
Description:
Methods for detecting structural breaks and estimating break locations for linear multiple regression models under general linear restrictions on the coefficient vector. Restrictions can be within regimes, across regimes, or both, and are supported in two forms: an affine parameterization (Form A: delta = S*theta + s) and explicit linear constraints (Form B: R*delta = r). Provides break date estimation with confidence intervals, a restricted sup-F test for the null of no structural change, simulation of critical values by Monte Carlo, and a bootstrap restart procedure to reduce the risk of convergence to spurious local optima. Also implements a generalized regression tree (linear model tree) procedure where each leaf contains a linear regression model rather than a local average. Reference: Perron, P., and Qu, Z. (2006). 'Estimating Restricted Structural Change Models.' Journal of Econometrics, 134(2), 373-399. <doi:10.1016/j.jeconom.2005.06.030>.
How to cite:
Zhongjun Qu (2026). rbreak: Restricted Structural Change Models. R package version 1.0.7, https://cran.r-project.org/web/packages/rbreak. Accessed 07 Jun. 2026.
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