sc.beta.sup

sc.beta.ave

sc.beta.exp

sc.me

sc.meanL2

sc.maxL2

pvalue.efp

pvalue.Fstats

monitorMECritval

monitorMECritvalData

monitorMECritvalTable

monitorRECritval

monitorRECritvalData

monitorRECritvalTable

pargmaxV

<p>These are not to be called by the user.</p>

internal

strucchange.internal

A fast implementation with additional experimental features for
testing, monitoring and dating structural changes in (linear)
regression models. 'strucchangeRcpp' features tests/methods from
the generalized fluctuation test framework as well as from
the F test (Chow test) framework. This includes methods to
fit, plot and test fluctuation processes (e.g. cumulative/moving
sum, recursive/moving estimates) and F statistics, respectively.
These methods are described in Zeileis et al. (2002)
<doi:10.18637/jss.v007.i02>.
Finally, the breakpoints in regression models with structural
changes can be estimated together with confidence intervals,
and their magnitude as well as the model fit can be evaluated
using a variety of statistical measures.

Dainius Masiliunas

strucchangeRcpp

Testing, Monitoring, and Dating Structural Changes: C++ Version

Achim Zeileis

Marius Appel

Friedrich Leisch

Kurt Hornik

Christian Kleiber

Andrei Mirt

Bruce Hansen

strucchange.internal function

Internal strucchange objects — strucchange.internal

Internal strucchange objects

strucchange.internal: Internal strucchange objects

Description

Arguments

Value