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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

1,220

Version

1.5-4-1.0.1

License

GPL-2 | GPL-3

Issues

14

Pull Requests

0

Stars

6

Forks

5

Maintainer

Dainius Masiliunas

Last Published

September 26th, 2025

Functions in strucchangeRcpp (1.5-4-1.0.1)

DJIA

Dow Jones Industrial Average
breakpoints

Dating Breaks
catL2BB

Generators for efpFunctionals along Categorical Variables
boundary.efp

Boundary for Empirical Fluctuation Processes
breakfactor

Factor Coding of Segmentations
breakdates

Breakdates Corresponding to Breakpoints
durab

US Labor Productivity
boundary

Boundary Function for Structural Change Tests
efp

Empirical Fluctuation Processes
boundary.mefp

Boundary Function for Monitoring of Structural Changes
confint.breakpointsfull

Confidence Intervals for Breakpoints
magnitude

Magnitudes of Breakpoints
root.matrix

Root of a Matrix
plot.mefp

Plot Methods for mefp Objects
plot.Fstats

Plot F Statistics
logLik.breakpoints

Log Likelihood and Information Criteria for Breakpoints
gefp

Generalized Empirical M-Fluctuation Processes
recresid

Recursive Residuals
plot.efp

Plot Empirical Fluctuation Process
mefp

Monitoring of Empirical Fluctuation Processes
supLM

Generators for efpFunctionals along Continuous Variables
sctest.formula

Structural Change Tests in Linear Regression Models
solveCrossprod

Inversion of X'X
sctest.efp

Generalized Fluctuation Tests
efpFunctional

Functionals for Fluctuation Processes
sctest

Structural Change Tests
strucchange.internal

Internal strucchange objects
sctest.default

Structural Change Tests in Parametric Models
scPublications

Structural Change Publications
sctest.Fstats

supF-, aveF- and expF-Test
root.matrix.crossprod

Root of X^TX
RealInt

US Ex-post Real Interest Rate
GermanM1

German M1 Money Demand
PhillipsCurve

UK Phillips Curve Equation Data
Grossarl

Marriages, Births and Deaths in Grossarl
SP2001

S&P 500 Stock Prices
Fstats

F Statistics
USIncExp

Income and Expenditures in the US
boundary.Fstats

Boundary for F Statistics
BostonHomicide

Youth Homicides in Boston