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strucchangeRcpp  

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


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

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

Install by package version:
library("remotes")
install_version("strucchangeRcpp", "1.5-4-1.0.0")



Attach the package and use:
library("strucchangeRcpp")
Maintained by
Dainius Masiliunas
[Scholar Profile | Author Map]
First Published: 2021-03-24
Latest Update: 2021-11-26
Description:
A fast implementation with additional experimental features for testing, monitoring and dating structural changes in (linear) regression models. 'strucchangeRcpp' 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. cumulative/moving sum, recursive/moving estimates) and F statistics, respectively. These methods are described in Zeileis et al. (2002) <doi:10.18637/jss.v007.i02>. Finally, the breakpoints in regression models with structural changes can be estimated together with confidence intervals, and their magnitude as well as the model fit can be evaluated using a variety of statistical measures.
How to cite:
Dainius Masiliunas (2021). strucchangeRcpp: Testing, Monitoring, and Dating Structural Changes: C++ Version. R package version 1.5-4-1.0.0, https://cran.r-project.org/web/packages/strucchangeRcpp. Accessed 29 Mar. 2025.
Previous versions and publish date:
1.5-3-1.0.0 (2021-03-24 09:50), 1.5-3-1.0.1 (2021-03-28 17:40), 1.5-3-1.0.2 (2021-04-08 00:40), 1.5-3-1.0.3 (2021-05-26 07:10), 1.5-3-1.0.4 (2021-11-26 17:10)
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Complete documentation for strucchangeRcpp
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