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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

1.5-4-1.0.0

License

GPL-2 | GPL-3

Issues

14

Pull Requests

0

Stars

6

Forks

4

Maintainer

Dainius Masiliunas

Last Published

October 17th, 2024

Functions in strucchangeRcpp (1.5-4-1.0.0)

SP2001

S&P 500 Stock Prices
Fstats

F Statistics
USIncExp

Income and Expenditures in the US
BostonHomicide

Youth Homicides in Boston
PhillipsCurve

UK Phillips Curve Equation Data
boundary.Fstats

Boundary for F Statistics
GermanM1

German M1 Money Demand
RealInt

US Ex-post Real Interest Rate
DJIA

Dow Jones Industrial Average
Grossarl

Marriages, Births and Deaths in Grossarl
catL2BB

Generators for efpFunctionals along Categorical Variables
breakfactor

Factor Coding of Segmentations
boundary.mefp

Boundary Function for Monitoring of Structural Changes
breakpoints

Dating Breaks
durab

US Labor Productivity
boundary.efp

Boundary for Empirical Fluctuation Processes
breakdates

Breakdates Corresponding to Breakpoints
boundary

Boundary Function for Structural Change Tests
confint.breakpointsfull

Confidence Intervals for Breakpoints
efp

Empirical Fluctuation Processes
logLik.breakpoints

Log Likelihood and Information Criteria for Breakpoints
mefp

Monitoring of Empirical Fluctuation Processes
efpFunctional

Functionals for Fluctuation Processes
gefp

Generalized Empirical M-Fluctuation Processes
magnitude

Magnitudes of Breakpoints
plot.mefp

Plot Methods for mefp Objects
recresid

Recursive Residuals
root.matrix

Root of a Matrix
plot.efp

Plot Empirical Fluctuation Process
supLM

Generators for efpFunctionals along Continuous Variables
sctest

Structural Change Tests
root.matrix.crossprod

Root of X^TX
strucchange.internal

Internal strucchange objects
sctest.Fstats

supF-, aveF- and expF-Test
plot.Fstats

Plot F Statistics
scPublications

Structural Change Publications
sctest.default

Structural Change Tests in Parametric Models
sctest.efp

Generalized Fluctuation Tests
solveCrossprod

Inversion of X'X
sctest.formula

Structural Change Tests in Linear Regression Models