strucchangeRcpp

Testing, Monitoring, and Dating Structural Changes: C++ Version

CRAN Package

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.


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Insights

Last 30 days

This package has been downloaded 608 times in the last 30 days. Not bad! The download count is somewhere between 'small-town buzz' and 'moderate academic conference'. The following heatmap shows the distribution of downloads per day. Yesterday, it was downloaded 34 times.

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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 7,475 times in the last 365 days. A solid achievement! Enough downloads to get noticed at department meetings. The day with the most downloads was Jul 21, 2024 with 73 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


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Dependencies

  • Depends2 packages
  • Imports1 package
  • Suggests8 packages
  • Linking To2 packages
  • Reverse Depends1 package