strucchangeRcpp
Testing, Monitoring, and Dating Structural Changes: C++ Version
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.
Versions across snapshots
| Version | Repository | File | Size |
|---|---|---|---|
1.5-4-1.0.1 |
rolling linux/jammy R-4.5 | strucchangeRcpp_1.5-4-1.0.1.tar.gz |
1.0 MiB |
1.5-4-1.0.1 |
rolling linux/noble R-4.5 | strucchangeRcpp_1.5-4-1.0.1.tar.gz |
1.0 MiB |
1.5-4-1.0.1 |
rolling source/ R- | strucchangeRcpp_1.5-4-1.0.1.tar.gz |
535.3 KiB |
1.5-4-1.0.1 |
latest linux/jammy R-4.5 | strucchangeRcpp_1.5-4-1.0.1.tar.gz |
1.0 MiB |
1.5-4-1.0.1 |
latest linux/noble R-4.5 | strucchangeRcpp_1.5-4-1.0.1.tar.gz |
1.0 MiB |
1.5-4-1.0.1 |
latest source/ R- | strucchangeRcpp_1.5-4-1.0.1.tar.gz |
535.3 KiB |
1.5-4-1.0.1 |
2026-04-26 source/ R- | strucchangeRcpp_1.5-4-1.0.1.tar.gz |
535.3 KiB |
1.5-4-1.0.1 |
2026-04-23 source/ R- | strucchangeRcpp_1.5-4-1.0.1.tar.gz |
535.3 KiB |
1.5-4-1.0.1 |
2026-04-09 windows/windows R-4.5 | strucchangeRcpp_1.5-4-1.0.1.zip |
1.3 MiB |
1.5-4-1.0.0 |
2025-04-20 source/ R- | strucchangeRcpp_1.5-4-1.0.0.tar.gz |
523.9 KiB |