`install.packages('strucchange')`

42,658

1.5-1

GPL-2 | GPL-3

June 6th, 2015

efp

Empirical Fluctuation Processes

plot.Fstats

Plot F Statistics

boundary.mefp

Boundary Function for Monitoring of Structural Changes

boundary

Boundary Function for Structural Change Tests

USIncExp

Income and Expenditures in the US

boundary.Fstats

Boundary for F Statistics

supLM

Generators for efpFunctionals along Continuous Variables

DJIA

Dow Jones Industrial Average

confint.breakpointsfull

Confidence Intervals for Breakpoints

sctest

Structural Change Tests

sctest.default

Structural Change Tests in Parametric Models

strucchange.internal

Internal strucchange objects

catL2BB

Generators for efpFunctionals along Categorical Variables

BostonHomicide

Youth Homicides in Boston

breakfactor

Factor Coding of Segmentations

root.matrix

Root of a Matrix

sctest.efp

Generalized Fluctuation Tests

plot.mefp

Plot Methods for mefp Objects

logLik.breakpoints

Log Likelihood and Information Criteria for Breakpoints

GermanM1

German M1 Money Demand

sctest.Fstats

supF-, aveF- and expF-Test

PhillipsCurve

UK Phillips Curve Equation Data

RealInt

US Ex-post Real Interest Rate

SP2001

S\&P 500 Stock Prices

plot.efp

Plot Empirical Fluctuation Process

Fstats

F Statistics

Grossarl

Marriages, Births and Deaths in Grossarl

breakpoints

Dating Breaks

recresid

Recursive Residuals

breakdates

Breakdates Corresponding to Breakpoints

scPublications

Structural Change Publications

efpFunctional

Functionals for Fluctuation Processes

boundary.efp

Boundary for Empirical Fluctuation Processes

sctest.formula

Structural Change Tests in Linear Regression Models

mefp

Monitoring of Empirical Fluctuation Processes

solveCrossprod

Inversion of X'X

gefp

Generalized Empirical M-Fluctuation Processes

durab

US Labor Productivity