strucchangeRcpp: Testing, Monitoring, and Dating Structural Changes: C++ Version (original) (raw)

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.

Version:	1.5-4-1.0.1
Depends:	R (≥ 2.10.0), zoo, sandwich
Imports:	graphics, stats, Rcpp (≥ 0.12.7), utils
LinkingTo:	Rcpp, RcppArmadillo
Suggests:	stats4, car, dynlm, e1071, foreach, lmtest, mvtnorm, tseries, bfast
Published:	2025-09-26
DOI:	10.32614/CRAN.package.strucchangeRcpp
Author:	Dainius Masiliunas [aut, cre], Achim Zeileis [aut], Marius Appel [aut], Friedrich Leisch [aut], Kurt Hornik [aut], Christian Kleiber [aut], Andrei Mirt [ctb], Bruce Hansen [ctb], Edgar C. Merkle [ctb], Nikolaus Umlauf [ctb]
Maintainer:	Dainius Masiliunas
BugReports:	https://github.com/bfast2/strucchangeRcpp/issues
License:	GPL-2 | GPL-3
URL:	https://github.com/bfast2/strucchangeRcpp/
NeedsCompilation:	yes
Citation:	strucchangeRcpp citation info
Materials:	README,
In views:	TimeSeries
CRAN checks:	strucchangeRcpp results

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