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strucchange
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", "1.5-3")
Attach the package and use:
library("strucchange")
Maintained by
Achim Zeileis
[Scholar Profile | Author Map]
[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 1.5-3, https://cran.r-project.org/web/packages/strucchange
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)
Other packages that cited strucchange R package
View strucchange citation profile
Other R packages that strucchange depends,
imports, suggests or enhances
Functions, R codes and Examples using
the strucchange R package
Some associated functions: BostonHomicide . DJIA . Fstats . GermanM1 . Grossarl . PhillipsCurve . RealInt . SP2001 . USIncExp . boundary.Fstats . boundary.efp . boundary.mefp . boundary . breakdates . breakfactor . breakpoints . catL2BB . confint.breakpointsfull . durab . efp . efpFunctional . gefp . logLik.breakpoints . mefp . plot.Fstats . plot.efp . plot.mefp . recresid . root.matrix . scPublications . sctest.Fstats . sctest.default . sctest.efp . sctest.formula . sctest . solveCrossprod . strucchange.internal . supLM .
Some associated R codes: Fstats.R . breakpoints.R . critvals-monitoring.R . critvals.R . efp.R . gefp.R . matrix.R . monitoring.R . pvalue.Fstats.R . recresid.R . simul-monitoring.R . zzz.R . Full strucchange package functions and examples
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