strucchange

Testing, Monitoring, and Dating Structural Changes

v1.5-4 · Sep 2, 2024 · GPL-2 | GPL-3

Description

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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14 NOTE

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Flavor	Status	Time
r-devel-linux-x86_64-debian-clang	NOTE	78.2s
r-devel-linux-x86_64-debian-gcc	NOTE	53.1s
r-devel-linux-x86_64-fedora-clang	NOTE	127.9s
r-devel-linux-x86_64-fedora-gcc	NOTE	125.2s
r-devel-macos-arm64	NOTE	27s
r-devel-windows-x86_64	NOTE	124s
r-oldrel-macos-arm64	NOTE
r-oldrel-macos-x86_64	NOTE	140s
r-oldrel-windows-x86_64	NOTE	139s
r-patched-linux-x86_64	NOTE	70s
r-release-linux-x86_64	NOTE	69s
r-release-macos-arm64	NOTE
r-release-macos-x86_64	NOTE	85s
r-release-windows-x86_64	NOTE	120s

Check details (14 non-OK)

NOTE r-devel-linux-x86_64-debian-clang

R code for possible problems

efpFunctional: multiple local function definitions for ‘plotProcess’
  with different formal arguments
mefp.efp: multiple local function definitions for ‘computeEmpProc’ with
  different formal arguments

NOTE r-devel-linux-x86_64-debian-gcc

R code for possible problems

efpFunctional: multiple local function definitions for ‘plotProcess’
  with different formal arguments
mefp.efp: multiple local function definitions for ‘computeEmpProc’ with
  different formal arguments

NOTE r-devel-linux-x86_64-fedora-clang

R code for possible problems

efpFunctional: multiple local function definitions for ‘plotProcess’
  with different formal arguments
mefp.efp: multiple local function definitions for ‘computeEmpProc’ with
  different formal arguments

NOTE r-devel-linux-x86_64-fedora-gcc

R code for possible problems

efpFunctional: multiple local function definitions for ‘plotProcess’
  with different formal arguments
mefp.efp: multiple local function definitions for ‘computeEmpProc’ with
  different formal arguments

NOTE r-devel-macos-arm64

R code for possible problems

efpFunctional: multiple local function definitions for ‘plotProcess’
  with different formal arguments
mefp.efp: multiple local function definitions for ‘computeEmpProc’ with
  different formal arguments

NOTE r-devel-windows-x86_64

R code for possible problems

efpFunctional: multiple local function definitions for 'plotProcess'
  with different formal arguments
mefp.efp: multiple local function definitions for 'computeEmpProc' with
  different formal arguments

NOTE r-oldrel-macos-arm64

R code for possible problems

efpFunctional: multiple local function definitions for ‘plotProcess’
  with different formal arguments
mefp.efp: multiple local function definitions for ‘computeEmpProc’ with
  different formal arguments

NOTE r-oldrel-macos-x86_64

R code for possible problems

efpFunctional: multiple local function definitions for ‘plotProcess’
  with different formal arguments
mefp.efp: multiple local function definitions for ‘computeEmpProc’ with
  different formal arguments

NOTE r-oldrel-windows-x86_64

R code for possible problems

efpFunctional: multiple local function definitions for 'plotProcess'
  with different formal arguments
mefp.efp: multiple local function definitions for 'computeEmpProc' with
  different formal arguments

NOTE r-patched-linux-x86_64

R code for possible problems

efpFunctional: multiple local function definitions for ‘plotProcess’
  with different formal arguments
mefp.efp: multiple local function definitions for ‘computeEmpProc’ with
  different formal arguments

NOTE r-release-linux-x86_64

R code for possible problems

efpFunctional: multiple local function definitions for ‘plotProcess’
  with different formal arguments
mefp.efp: multiple local function definitions for ‘computeEmpProc’ with
  different formal arguments

NOTE r-release-macos-arm64

R code for possible problems

efpFunctional: multiple local function definitions for ‘plotProcess’
  with different formal arguments
mefp.efp: multiple local function definitions for ‘computeEmpProc’ with
  different formal arguments

NOTE r-release-macos-x86_64

R code for possible problems

efpFunctional: multiple local function definitions for ‘plotProcess’
  with different formal arguments
mefp.efp: multiple local function definitions for ‘computeEmpProc’ with
  different formal arguments

NOTE r-release-windows-x86_64

R code for possible problems

efpFunctional: multiple local function definitions for 'plotProcess'
  with different formal arguments
mefp.efp: multiple local function definitions for 'computeEmpProc' with
  different formal arguments

Check History

NOTE 0 OK · 14 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 9, 2026

NOTE r-devel-linux-x86_64-debian-clang

R code for possible problems

efpFunctional: multiple local function definitions for ‘plotProcess’
  with different formal arguments
mefp.efp: multiple local function definitions for ‘computeEmpProc’ with
  different formal arguments

NOTE r-devel-linux-x86_64-debian-gcc

R code for possible problems

efpFunctional: multiple local function definitions for ‘plotProcess’
  with different formal arguments
mefp.efp: multiple local function definitions for ‘computeEmpProc’ with
  different formal arguments

NOTE r-devel-linux-x86_64-fedora-clang

R code for possible problems

efpFunctional: multiple local function definitions for ‘plotProcess’
  with different formal arguments
mefp.efp: multiple local function definitions for ‘computeEmpProc’ with
  different formal arguments

NOTE r-devel-linux-x86_64-fedora-gcc

R code for possible problems

efpFunctional: multiple local function definitions for ‘plotProcess’
  with different formal arguments
mefp.efp: multiple local function definitions for ‘computeEmpProc’ with
  different formal arguments

NOTE r-devel-macos-arm64

R code for possible problems

efpFunctional: multiple local function definitions for ‘plotProcess’
  with different formal arguments
mefp.efp: multiple local function definitions for ‘computeEmpProc’ with
  different formal arguments

NOTE r-devel-windows-x86_64

R code for possible problems

efpFunctional: multiple local function definitions for 'plotProcess'
  with different formal arguments
mefp.efp: multiple local function definitions for 'computeEmpProc' with
  different formal arguments

NOTE r-patched-linux-x86_64

R code for possible problems

efpFunctional: multiple local function definitions for ‘plotProcess’
  with different formal arguments
mefp.efp: multiple local function definitions for ‘computeEmpProc’ with
  different formal arguments

NOTE r-release-linux-x86_64

R code for possible problems

efpFunctional: multiple local function definitions for ‘plotProcess’
  with different formal arguments
mefp.efp: multiple local function definitions for ‘computeEmpProc’ with
  different formal arguments

NOTE r-release-macos-arm64

R code for possible problems

efpFunctional: multiple local function definitions for ‘plotProcess’
  with different formal arguments
mefp.efp: multiple local function definitions for ‘computeEmpProc’ with
  different formal arguments

NOTE r-release-macos-x86_64

R code for possible problems

efpFunctional: multiple local function definitions for ‘plotProcess’
  with different formal arguments
mefp.efp: multiple local function definitions for ‘computeEmpProc’ with
  different formal arguments

NOTE r-release-windows-x86_64

R code for possible problems

efpFunctional: multiple local function definitions for 'plotProcess'
  with different formal arguments
mefp.efp: multiple local function definitions for 'computeEmpProc' with
  different formal arguments

NOTE r-oldrel-macos-arm64

R code for possible problems

efpFunctional: multiple local function definitions for ‘plotProcess’
  with different formal arguments
mefp.efp: multiple local function definitions for ‘computeEmpProc’ with
  different formal arguments

NOTE r-oldrel-macos-x86_64

R code for possible problems

efpFunctional: multiple local function definitions for ‘plotProcess’
  with different formal arguments
mefp.efp: multiple local function definitions for ‘computeEmpProc’ with
  different formal arguments

NOTE r-oldrel-windows-x86_64

R code for possible problems

efpFunctional: multiple local function definitions for 'plotProcess'
  with different formal arguments
mefp.efp: multiple local function definitions for 'computeEmpProc' with
  different formal arguments

Reverse Dependencies (46)

depends

fxregime party swash vars

suggests

AER ARDL betareg dynlm facmodTS ggfortify glogis lagsarlmtree lmtest meboot model4you mstDIF partykit psychotools psychotree sandwich trend valueprhr zoo

Dependency Network

Version History

new 1.5-4 Mar 9, 2026

Maintainer

Achim Zeileis

Dependencies

Depends

R (>= 2.10.0) zoo sandwich

Imports

graphics stats utils

Suggests

stats4 car dynlm e1071 foreach lmtest mvtnorm tseries

Compilation

Needs compilation

First Published

Mar 9, 2026

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strucchange

Description

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Reverse Dependencies (46)

depends

imports

suggests

Dependency Network

Version History