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strucchange

This repository is a fork of the R package strucchange [1]. A few modifications will try to improve computationally intensive functions such as recresid.default.

References

[1] Zeileis, A., Leisch, F., Hornik, K., & Kleiber, C. (2002). strucchange: An R Package for Testing for Structural Change in Linear Regression Models. Journal of Statistical Software, 7(2), 1 - 38. doi:http://dx.doi.org/10.18637/jss.v007.i02

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Version

Install

install.packages('strucchangeRcpp')

Monthly Downloads

571

Version

1.5-3-1.0.4

License

GPL-2 | GPL-3

Issues

14

Pull Requests

0

Stars

6

Forks

4

Maintainer

Dainius Masiliunas

Last Published

November 26th, 2021

Functions in strucchangeRcpp (1.5-3-1.0.4)

Fstats

F Statistics
boundary.Fstats

Boundary for F Statistics
USIncExp

Income and Expenditures in the US
PhillipsCurve

UK Phillips Curve Equation Data
SP2001

S\&P 500 Stock Prices
RealInt

US Ex-post Real Interest Rate
BostonHomicide

Youth Homicides in Boston
DJIA

Dow Jones Industrial Average
GermanM1

German M1 Money Demand
Grossarl

Marriages, Births and Deaths in Grossarl
breakfactor

Factor Coding of Segmentations
boundary.mefp

Boundary Function for Monitoring of Structural Changes
breakpoints

Dating Breaks
breakdates

Breakdates Corresponding to Breakpoints
magnitude

Magnitudes of Breakpoints
logLik.breakpoints

Log Likelihood and Information Criteria for Breakpoints
recresid

Recursive Residuals
confint.breakpointsfull

Confidence Intervals for Breakpoints
root.matrix

Root of a Matrix
catL2BB

Generators for efpFunctionals along Categorical Variables
sctest.efp

Generalized Fluctuation Tests
sctest.default

Structural Change Tests in Parametric Models
boundary

Boundary Function for Structural Change Tests
boundary.efp

Boundary for Empirical Fluctuation Processes
plot.Fstats

Plot F Statistics
mefp

Monitoring of Empirical Fluctuation Processes
sctest.formula

Structural Change Tests in Linear Regression Models
solveCrossprod

Inversion of X'X
gefp

Generalized Empirical M-Fluctuation Processes
efpFunctional

Functionals for Fluctuation Processes
supLM

Generators for efpFunctionals along Continuous Variables
strucchange.internal

Internal strucchange objects
scPublications

Structural Change Publications
root.matrix.crossprod

Root of X^TX
durab

US Labor Productivity
plot.efp

Plot Empirical Fluctuation Process
efp

Empirical Fluctuation Processes
plot.mefp

Plot Methods for mefp Objects
sctest

Structural Change Tests
sctest.Fstats

supF-, aveF- and expF-Test