Other packages > Find by keyword >

strucchange  

Testing, Monitoring, and Dating Structural Changes
View on CRAN: Click here


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

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

Install by package version:
library("remotes")
install_version("strucchange", "1.5-4")



Attach the package and use:
library("strucchange")
Maintained by
Achim Zeileis
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2001-05-17
Latest Update: 2024-09-02
Description:
Testing, monitoring and dating structural changes in (linear) regression models. strucchange features tests/methods from the generalized fluctuation test framework as well as from the F test (Chow test) framework. This includes methods to fit, plot and test fluctuation processes (e.g., CUSUM, MOSUM, recursive/moving estimates) and F statistics, respectively. It is possible to monitor incoming data online using fluctuation processes. Finally, the breakpoints in regression models with structural changes can be estimated together with confidence intervals. Emphasis is always given to methods for visualizing the data.
How to cite:
Achim Zeileis (2001). strucchange: Testing, Monitoring, and Dating Structural Changes. R package version 1.5-4, https://cran.r-project.org/web/packages/strucchange. Accessed 25 Jun. 2026.
Previous versions and publish date:
0.9-1 (2001-05-17 17:20), 0.9-2 (2001-06-28 12:09), 0.9-3 (2001-07-17 14:10), 0.9-4 (2001-12-19 17:40), 0.9-5 (2001-12-20 13:23), 0.9-6 (2002-05-10 15:34), 1.0-0 (2002-10-28 14:35), 1.0-1 (2003-01-22 23:47), 1.0-2 (2003-02-19 22:21), 1.1-0 (2003-07-18 17:14), 1.1-1 (2003-11-24 01:01), 1.1-2 (2004-01-06 14:18), 1.2-1 (2004-02-20 17:24), 1.2-2 (2004-02-25 15:09), 1.2-3 (2004-06-24 08:39), 1.2-4 (2004-08-11 23:26), 1.2-5 (2004-09-29 13:54), 1.2-6 (2004-11-03 14:31), 1.2-7 (2004-11-09 09:25), 1.2-8 (2005-01-21 17:21), 1.2-9 (2005-04-06 15:55), 1.2-10 (2005-04-27 10:37), 1.2-11 (2005-09-08 14:30), 1.2-12 (2006-01-19 13:46), 1.2-13 (2006-05-24 00:44), 1.3-0 (2006-08-12 01:09), 1.3-1 (2006-10-03 12:36), 1.3-2 (2007-04-14 00:26), 1.3-3 (2008-04-23 17:12), 1.3-4 (2008-10-04 13:40), 1.3-5 (2008-12-09 16:13), 1.3-6 (2009-02-05 16:09), 1.3-7 (2009-02-17 13:52), 1.4-0 (2010-02-16 13:16), 1.4-1 (2010-07-28 01:38), 1.4-2 (2010-10-08 19:04), 1.4-3 (2010-12-14 10:52), 1.4-4 (2011-05-13 19:13), 1.4-5 (2011-07-25 22:49), 1.4-6 (2011-08-11 15:21), 1.4-7 (2012-05-31 09:12), 1.5-0 (2013-10-29 01:44), 1.5-1 (2015-06-06 13:03), 1.5-2 (2019-10-12 20:35), 1.5-3 (2022-06-15 08:50)
Other packages that cited strucchange R package
View strucchange citation profile
Other R packages that strucchange depends, imports, suggests or enhances
Complete documentation for strucchange
Downloads during the last 30 days

Today's Hot Picks in Authors and Packages

sitmo  
Parallel Pseudo Random Number Generator (PPRNG) 'sitmo' Header Files
Provided within are two high quality and fast PPRNGs that may be used in an 'OpenMP' parallel enviro ...
Download / Learn more Package Citations See dependency  
foster  
Forest Structure Extrapolation with R
Set of tools to streamline the modeling of the relationship betweensatellite imagery time series or ...
Download / Learn more Package Citations See dependency  
quickcode  
Quick and Essential 'R' Tricks for Better Scripts
The NOT functions, 'R' tricks and a compilation of some simple quick plus often used 'R' codes to im ...
Download / Learn more Package Citations See dependency  
edeaR  
Exploratory and Descriptive Event-Based Data Analysis
Exploratory and descriptive analysis of event based data. Provides methods for describing and select ...
Download / Learn more Package Citations See dependency  
airGRiwrm  
'airGR' Integrated Water Resource Management
Semi-distributed Precipitation-Runoff Modelling based on 'airGR' package models integrating human i ...
Download / Learn more Package Citations See dependency  

27,535

R Packages

236,180

Dependencies

73,223

Author Associations

27,536

Publication Badges

© Copyright since 2022. All right reserved, rpkg.net.  Based in Cambridge, Massachusetts, USA