`install.packages('strucchange')`

42,658

1.5-4

GPL-2 | GPL-3

September 2nd, 2024

boundary.mefp

Boundary Function for Monitoring of Structural Changes

breakfactor

Factor Coding of Segmentations

boundary

Boundary Function for Structural Change Tests

breakdates

Breakdates Corresponding to Breakpoints

catL2BB

Generators for efpFunctionals along Categorical Variables

breakpoints

Dating Breaks

confint.breakpointsfull

Confidence Intervals for Breakpoints

boundary.efp

Boundary for Empirical Fluctuation Processes

efp

Empirical Fluctuation Processes

durab

US Labor Productivity

plot.Fstats

Plot F Statistics

plot.mefp

Plot Methods for mefp Objects

plot.efp

Plot Empirical Fluctuation Process

recresid

Recursive Residuals

root.matrix

Root of a Matrix

efpFunctional

Functionals for Fluctuation Processes

mefp

Monitoring of Empirical Fluctuation Processes

scPublications

Structural Change Publications

logLik.breakpoints

Log Likelihood and Information Criteria for Breakpoints

gefp

Generalized Empirical M-Fluctuation Processes

sctest.default

Structural Change Tests in Parametric Models

sctest.Fstats

supF-, aveF- and expF-Test

sctest

Structural Change Tests

solveCrossprod

Inversion of X'X

sctest.formula

Structural Change Tests in Linear Regression Models

strucchange.internal

Internal strucchange objects

supLM

Generators for efpFunctionals along Continuous Variables

sctest.efp

Generalized Fluctuation Tests

DJIA

Dow Jones Industrial Average

BostonHomicide

Youth Homicides in Boston

PhillipsCurve

UK Phillips Curve Equation Data

boundary.Fstats

Boundary for F Statistics

Grossarl

Marriages, Births and Deaths in Grossarl

USIncExp

Income and Expenditures in the US

RealInt

US Ex-post Real Interest Rate

SP2001

S&P 500 Stock Prices

GermanM1

German M1 Money Demand

Fstats

F Statistics