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.
- Version1.5-4-1.0.0
- R versionunknown
- LicenseGPL-2
- LicenseGPL-3
- Needs compilation?Yes
- strucchangeRcpp citation info
- Last release10/17/2024
Documentation
Team
Dainius Masiliunas
Achim Zeileis
Show author detailsRolesAuthorNikolaus Umlauf
Show author detailsRolesContributorKurt Hornik
Marius Appel
Christian Kleiber
Friedrich Leisch
Bruce Hansen
Show author detailsRolesContributorEdgar C. Merkle
Show author detailsRolesContributorAndrei Mirt
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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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.
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Data provided by CRAN
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Dependencies
- Depends2 packages
- Imports1 package
- Suggests8 packages
- Linking To2 packages
- Reverse Depends1 package