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"# multibreakeR"

This package implements, in a flexible way, the algorithm of Bai, Lumsdaine, and Stock (1998). It authorizes inclusion of trends, exogeneous covariates and break test on the intercept or on the full VAR.

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Install

install.packages('multibreakeR')

Monthly Downloads

162

Version

0.1.0

License

GPL

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Maintainer

Loic Marechal

Last Published

May 24th, 2023

Functions in multibreakeR (0.1.0)

ConfidenceInterval

ConfidenceInterval
Main

Main
AicBic

AicBic
Lags

Lags
ConformableMatrix

ConformableMatrix
Beta

Beta
PlotStats

PlotStats
Sigma

Sigma
Simul

Simul
Fstat

Fstat
tidyeval

Tidy eval helpers
Vdistr

Vdistr
example_data

Example MultibreakeR simulated data