strucchange

1.5-4

Testing, Monitoring, and Dating Structural Changes

52packages depend

607.9Kdownloads / year

32.8%test coverage

0/13checks pass

Overview

About

Maintained by Achim ZeileisFirst published 2001-05-1746 releasesCRAN page ↗

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.

Install

R (CRAN)Ubuntu (r2u)Fedora (COPR)openSUSE (OBS)

install.packages("strucchange", repos = "https://cloud.r-project.org/")

Installs the current CRAN release. Prebuilt binaries on Windows and macOS.

Release

# enable cranapt (r2u) if it is not already set up, then install
grep -rqs r2u.stat.illinois.edu /etc/apt/sources.list /etc/apt/sources.list.d/ \
  || curl -fsSL https://raw.githubusercontent.com/eddelbuettel/r2u/master/inst/scripts/add_cranapt_noble.sh | sudo bash
sudo apt install -y r-cran-strucchange

Fast Ubuntu binaries via r2u (no compilation). The cranapt setup runs once and is skipped when it is already enabled.

bspm (used by r2u) also needs make: sudo apt install make

# enable the iucar/cran COPR if it is not already present, then install
ls /etc/yum.repos.d/*iucar*cran*.repo >/dev/null 2>&1 \
  || sudo dnf copr enable -y iucar/cran
sudo dnf install -y R-CRAN-strucchange

RPMs from the iucar/cran COPR, rebuilt from CRAN.

For install.packages() integration in R, also: sudo dnf install R-CoprManager

# add the autoCRAN OBS repo (Tumbleweed) if it is missing, then install
zypper -q lr | grep -qi autoCRAN \
  || sudo zypper addrepo https://download.opensuse.org/repositories/devel:/languages:/R:/autoCRAN/openSUSE_Tumbleweed/devel:languages:R:autoCRAN.repo
sudo zypper install -y R-strucchange

RPMs auto-built from CRAN on openSUSE OBS (Tumbleweed).

Health

CRAN checks

13NOTE

Failing flavors

NOTE r-devel-linux-x86_64-debian-clang
NOTE r-devel-linux-x86_64-debian-gcc
NOTE r-devel-linux-x86_64-fedora-clang
NOTE r-devel-linux-x86_64-fedora-gcc
NOTE r-devel-windows-x86_64
NOTE r-oldrel-macos-arm64
NOTE r-oldrel-macos-x86_64
NOTE r-oldrel-windows-x86_64
NOTE r-patched-linux-x86_64
NOTE r-release-linux-x86_64
NOTE r-release-macos-arm64
NOTE r-release-macos-x86_64
NOTE r-release-windows-x86_64

Slowest check: 2.4 min · r-oldrel-windows-x86_64

Code health

Yes

Tests · ratio 0.46

32.8%

Coverage · measured lines

96%

Documentation · exports

Dependencies · direct

Check history

NOTE2026-06-08
0 OK · 13 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
ERROR2026-06-07
0 OK · 12 NOTE · 0 WARNING · 1 ERROR · 0 FAILURE
NOTE2026-03-27
0 OK · 14 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
ERROR2026-03-25
0 OK · 13 NOTE · 0 WARNING · 1 ERROR · 0 FAILURE
NOTE2026-03-10
0 OK · 14 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE

Documentation

READMENoVignettesYes · dynamicpkgdown siteNoNEWSYes · 0% structuredCode of conductNoContributing guideNo

Examples that run: 100%
Documented parameters: 82%
Return-value docs: 86%
References docs: 50%

Downloads

607.9K

CRAN downloads in the past year

Rank #541 · ~1.7K/day · ~50.7K/mo

Releases R versions

Daily download trend is not available in this view yet.

37.3K30 days

140.4K90 days

607.9K1 year

Compare downloads with other packages →

Also on3.3K r2u244 autocran8.5K conda_forge1.1K c2d4u

Dependencies

Declared dependencies

9 external dependencies (excludes base and recommended)

Depends (3)

R >= 2.10.0zoo sandwich

Imports (3)

graphicsstatsutils

LinkingTo (0)

none

Suggests (8)

stats4car dynlm e1071 foreach lmtest mvtnorm tseries

Enhances (0)

none

Dependency license breakdown →

Reverse dependencies

52direct

74indirect

and 4 more packages.

Code & Tests

Code Composition

R 6,761 (50%)Other 3,355 (25%)Rd 2,435 (18%)Vignettes 862 (6%)C 161 (1%)

Code characteristics

Object systems

S348

Cyclomatic complexity: 4.0 median / 65 max

Test coverage

Line coverage

33%

Expression

33.4%

Tests / Examples

32.8% / 65% ex

Functions

81 28 exported

Complexity

7.7 avg / 65 max

Call network

81 nodes / 60 edges

Call graph

Open call graph →

Loading call graph…

Lowest coverage

81 functions

Function	Cyclo	Coverage
boundary exp	1	0%
breakfactor exp	4	0%
catL2BB exp	3	0%
efpFunctional exp	57	0%
gefp exp	25	0%
maxMOSUM exp	15	0%

Datasets

Bundled datasets · 7

Name	Class	Rows × Cols	Also ships in
BostonHomicide	data.frame	77 × 8	in 2 packages
DJIA	zooreg/zoo	–	in 3 packages
GermanM1	data.frame	140 × 14	in 2 packages
Grossarl	data.frame	200 × 10	in 2 packages
historyM1	data.frame	118 × 14	in 2 packages
monitorM1	data.frame	22 × 14	in 2 packages
scPublications	data.frame	835 × 9	in 2 packages

People & History

People (7)

Maintainer (1)

Achim Zeileis

Author, Maintainer

Authors (4)

Author, Maintainer

Author

Author

Author

Contributors (3)

Bruce Hansen

Contributor

Edgar C. Merkle

Contributor

Nikolaus Umlauf

Contributor · added in 1.5-3

Listed in earlier versions (2)

Andrea Peters

no longer listed · 0.9-1 to 1.2-13

Merkle

no longer listed · 1.5-1 to 1.5-4

Package Timeline

46 releases. Pick two to compare their code metrics. R releases are shown for context.

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R 4.6.0 released · 2026-04-24
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R 4.5.0 released · 2025-04-11
1.5-4Latest
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R 4.4.0 released · 2024-04-24
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R 4.3.0 released · 2023-04-21
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R 4.2.0 released · 2022-04-22
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R 4.1.0 released · 2021-05-18
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R 4.0.0 released · 2020-04-24
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R 3.6.0 released · 2019-04-26
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R 3.5.0 released · 2018-04-23
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R 3.4.0 released · 2017-04-21
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R 3.3.0 released · 2016-05-03
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R 3.2.0 released · 2015-04-16

Show 65 earlier events

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R 1.9.0 released · 2004-04-12
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R 1.6.0 released · 2002-10-01
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0.9-2
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0.9-1
2001-05-17

Package metadata

First published: 2001-05-17
Total releases: 46 / 25 yrs
License: GPL-2 | GPL-3 OSI
Minimum R: ≥ 2.10.0
Bundled data: 128 KB / 10 files
Download size: 514 KB
Installed size: not tracked yet
With dependencies: not tracked yet

Appears in task views

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