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: 2022-06-15
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 29 Jan. 2025.
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
Get rewarded with contribution points by helping add
Reviews / comments / questions /suggestions ↴↴↴

Today's Hot Picks in Authors and Packages

munfold  
Metric Unfolding
Multidimensional unfolding using Schoenemann's algorithm for metric and Procrustes rotation of unfo ...
Download / Learn more Package Citations See dependency  
r2resize  
In-Text Resize for Images, Tables and Fancy Resize Containers in 'shiny', 'rmarkdown' and 'quarto' Documents
Automatic resizing toolbar for containers, images and tables. Various resizable or expandable contai ...
Download / Learn more Package Citations See dependency  
InSilicoVA  
Probabilistic Verbal Autopsy Coding with 'InSilicoVA' Algorithm
Computes individual causes of death and population cause-specific mortality fractions using the 'InS ...
Download / Learn more Package Citations See dependency  
lassoshooting  
L1 Regularized Regression (Lasso) Solver using the Cyclic Coordinate Descent Algorithm aka Lasso Shooting
L1 regularized regression (Lasso) solver using the Cyclic Coordinate Descent algorithm aka Lasso Sh ...
Download / Learn more Package Citations See dependency  
rstac  
Client Library for SpatioTemporal Asset Catalog
Provides functions to access, search and download spacetime earth observation data via SpatioTempor ...
Download / Learn more Package Citations See dependency  

23,580

R Packages

204,057

Dependencies

63,980

Author Associations

23,581

Publication Badges

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