strucchange
Testing, Monitoring, and Dating Structural Changes
Testing, monitoring and dating structural changes in (linear) regression models. strucchange 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., CUSUM, MOSUM, recursive/moving estimates) and F statistics, respectively. It is possible to monitor incoming data online using fluctuation processes. Finally, the breakpoints in regression models with structural changes can be estimated together with confidence intervals. Emphasis is always given to methods for visualizing the data.
- Version1.5-4
- R versionunknown
- LicenseGPL-2
- LicenseGPL-3
- Needs compilation?Yes
- strucchange citation info
- Last release09/02/2024
Documentation
Team
Achim Zeileis
MaintainerShow author detailsNikolaus Umlauf
Show author detailsRolesContributorKurt Hornik
Christian Kleiber
Friedrich Leisch
Bruce Hansen
Show author detailsRolesContributorEdgar C. Merkle
Show author detailsRolesContributor
Insights
Last 30 days
This package has been downloaded 43,650 times in the last 30 days. That's enough downloads to make it mildly famous in niche technical communities. A badge of honor! The following heatmap shows the distribution of downloads per day. Yesterday, it was downloaded 983 times.
The following line graph shows the downloads per day. You can hover over the graph to see the exact number of downloads per day.
Last 365 days
This package has been downloaded 422,706 times in the last 365 days. Practically an academic rockstar! That's enough downloads to cause murmurs at international conferences. The day with the most downloads was Apr 09, 2025 with 2,204 downloads.
The following line graph shows the downloads per day. You can hover over the graph to see the exact number of downloads per day.
Data provided by CRAN
Binaries
Dependencies
- Depends2 packages
- Suggests7 packages
- Reverse Depends3 packages
- Reverse Imports21 packages
- Reverse Suggests16 packages