strucchange
1.5-4Testing, Monitoring, and Dating Structural Changes
Overview
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.
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- ERROR2026-06-070 OK · 12 NOTE · 0 WARNING · 1 ERROR · 0 FAILURE
- NOTE2026-03-270 OK · 14 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
- ERROR2026-03-250 OK · 13 NOTE · 0 WARNING · 1 ERROR · 0 FAILURE
- NOTE2026-03-100 OK · 14 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
Documentation
- Examples that run
- 100%
- Documented parameters
- 82%
- Return-value docs
- 86%
- References docs
- 50%
Downloads
Dependencies
and 5 more packages.
Code & Tests
Datasets
People & History
46 releases. Pick two to compare their code metrics. R releases are shown for context.
- RR 4.6.0 released · 2026-04-24
- RR 4.5.0 released · 2025-04-11
- 1.5-4Latest
- RR 4.4.0 released · 2024-04-24
- RR 4.3.0 released · 2023-04-21
- 1.5-32022-06-15 · diff ↗
- RR 4.2.0 released · 2022-04-22
- RR 4.1.0 released · 2021-05-18
- RR 4.0.0 released · 2020-04-24
- 1.5-22019-10-12 · diff ↗
- RR 3.6.0 released · 2019-04-26
- RR 3.5.0 released · 2018-04-23
- RR 3.4.0 released · 2017-04-21
- RR 3.3.0 released · 2016-05-03
- 1.5-12015-06-06 · diff ↗
- RR 3.2.0 released · 2015-04-16
Show 65 earlier events
- RR 3.1.0 released · 2014-04-10
- 1.5-02013-10-29 · diff ↗
- RR 3.0.0 released · 2013-04-03
- 1.4-72012-05-31 · diff ↗
- RR 2.15.0 released · 2012-03-30
- RR 2.14.0 released · 2011-10-31
- 1.4-62011-08-11 · diff ↗
- 1.4-52011-07-25 · diff ↗
- 1.4-42011-05-13 · diff ↗
- RR 2.13.0 released · 2011-04-13
- 1.4-32010-12-14 · diff ↗
- RR 2.12.0 released · 2010-10-15
- 1.4-22010-10-08 · diff ↗
- 1.4-12010-07-28 · diff ↗
- RR 2.11.0 released · 2010-04-22
- 1.4-02010-02-16 · diff ↗
- RR 2.10.0 released · 2009-10-26
- RR 2.9.0 released · 2009-04-17
- 1.3-72009-02-17 · diff ↗
- 1.3-62009-02-05 · diff ↗
- 1.3-52008-12-09 · diff ↗
- RR 2.8.0 released · 2008-10-20
- 1.3-42008-10-04 · diff ↗
- 1.3-32008-04-23 · diff ↗
- RR 2.7.0 released · 2008-04-22
- RR 2.6.0 released · 2007-10-03
- RR 2.5.0 released · 2007-04-24
- 1.3-22007-04-14 · diff ↗
- 1.3-12006-10-03 · diff ↗
- RR 2.4.0 released · 2006-10-03
- 1.3-02006-08-12 · diff ↗
- 1.2-132006-05-24 · diff ↗
- RR 2.3.0 released · 2006-04-24
- 1.2-122006-01-19 · diff ↗
- RR 2.2.0 released · 2005-10-06
- 1.2-112005-09-08 · diff ↗
- 1.2-102005-04-27 · diff ↗
- RR 2.1.0 released · 2005-04-18
- 1.2-92005-04-06 · diff ↗
- 1.2-82005-01-21 · diff ↗
- 1.2-72004-11-09 · diff ↗
- 1.2-62004-11-03 · diff ↗
- RR 2.0.0 released · 2004-10-04
- 1.2-52004-09-29 · diff ↗
- 1.2-42004-08-11 · diff ↗
- 1.2-32004-06-24 · diff ↗
- RR 1.9.0 released · 2004-04-12
- 1.2-22004-02-25 · diff ↗
- 1.2-12004-02-20 · diff ↗
- 1.1-22004-01-06 · diff ↗
- 1.1-12003-11-24 · diff ↗
- RR 1.8.0 released · 2003-10-08
- 1.1-02003-07-18 · diff ↗
- RR 1.7.0 released · 2003-04-16
- 1.0-22003-02-19 · diff ↗
- 1.0-12003-01-22 · diff ↗
- 1.0-02002-10-28 · diff ↗
- RR 1.6.0 released · 2002-10-01
- 0.9-62002-05-10 · diff ↗
- RR 1.5.0 released · 2002-04-29
- 0.9-52001-12-20 · diff ↗
- 0.9-42001-12-19 · diff ↗
- 0.9-32001-07-17 · diff ↗
- 0.9-22001-06-28 · diff ↗
- 0.9-12001-05-17
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