`install.packages('strucchange')`

24,577

1.5-3

GPL-2 | GPL-3

June 15th, 2022

SP2001

S&P 500 Stock Prices

DJIA

Dow Jones Industrial Average

PhillipsCurve

UK Phillips Curve Equation Data

boundary

Boundary Function for Structural Change Tests

durab

US Labor Productivity

breakdates

Breakdates Corresponding to Breakpoints

efp

Empirical Fluctuation Processes

catL2BB

Generators for efpFunctionals along Categorical Variables

boundary.efp

Boundary for Empirical Fluctuation Processes

boundary.mefp

Boundary Function for Monitoring of Structural Changes

breakpoints

Dating Breaks

plot.efp

Plot Empirical Fluctuation Process

plot.Fstats

Plot F Statistics

confint.breakpointsfull

Confidence Intervals for Breakpoints

logLik.breakpoints

Log Likelihood and Information Criteria for Breakpoints

mefp

Monitoring of Empirical Fluctuation Processes

solveCrossprod

Inversion of X'X

efpFunctional

Functionals for Fluctuation Processes

sctest.formula

Structural Change Tests in Linear Regression Models

gefp

Generalized Empirical M-Fluctuation Processes

supLM

Generators for efpFunctionals along Continuous Variables

strucchange.internal

Internal strucchange objects

scPublications

Structural Change Publications

root.matrix

Root of a Matrix

sctest

Structural Change Tests

sctest.Fstats

supF-, aveF- and expF-Test

plot.mefp

Plot Methods for mefp Objects

sctest.default

Structural Change Tests in Parametric Models

sctest.efp

Generalized Fluctuation Tests

recresid

Recursive Residuals

Grossarl

Marriages, Births and Deaths in Grossarl

BostonHomicide

Youth Homicides in Boston

USIncExp

Income and Expenditures in the US

GermanM1

German M1 Money Demand

Fstats

F Statistics

boundary.Fstats

Boundary for F Statistics

breakfactor

Factor Coding of Segmentations

RealInt

US Ex-post Real Interest Rate