strucchangeRcpp

1.5-4-1.0.1

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

1packages depend

16.2Kdownloads / year

30.9%test coverage

9/13checks pass

Overview

About

Maintained by Dainius MasiliunasFirst published 2021-03-247 releasesCRAN page ↗GitHub ↗

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.

Install

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

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

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

if (!requireNamespace("pak", quietly = TRUE))
  install.packages("pak", repos = "https://cloud.r-project.org/")
pak::pak("bfast2/strucchangeRcpp")

Development version from bfast2/strucchangeRcpp. Installs pak first if it is not already available.

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-strucchangercpp

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-strucchangeRcpp

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-strucchangeRcpp

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

Health

CRAN checks

4NOTE9OK

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-gcc
NOTE r-devel-windows-x86_64

Slowest check: 4.4 min · r-oldrel-windows-x86_64

Code health

Yes

Tests · ratio 0.44

30.9%

Coverage · measured lines

100%

Documentation · exports

Dependencies · direct

Check history

NOTE2026-07-16
11 OK · 2 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
OK2026-05-02
13 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
NOTE2026-04-22
12 OK · 2 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
ERROR2026-04-18
11 OK · 2 NOTE · 0 WARNING · 1 ERROR · 0 FAILURE
NOTE2026-03-27
12 OK · 2 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE

Show 2 earlier snapshots

ERROR2026-03-25
11 OK · 2 NOTE · 0 WARNING · 1 ERROR · 0 FAILURE
NOTE2026-03-10
12 OK · 2 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE

Documentation

READMEYes · 61 wordsVignettesYes · dynamicpkgdown siteNoNEWSYes · 0% structuredCode of conductNoContributing guideNo

Examples that run: 100%
Documented parameters: 82%
Return-value docs: 100%
References docs: 65%

Downloads

16.2K

CRAN downloads in the past year

Rank #5,140 · ~44/day · ~1.3K/mo

Releases R versions

Daily download trend is not available in this view yet.

57030 days

1.8K90 days

16.2K1 year

Compare downloads with other packages →

Also on471 r2u27 autocran57 c2d4u

Repository

GitHub ↗ bfast2/strucchangercpp

6Stars

5Forks

10Open issues

0Open PRs

4Releases

94Commits

3Contributors

License GPL-3.0 · 94 commits · Last activity 2026-03-12

Stars over time

2025-05-24 · 62026-07-07 · 6

Repository practices

Upstream repositoryBeta

1 development-tooling and community-health practice detected across 1 family in the upstream repository

Checks run against github.com/bfast2/strucchangercpp on 2026-07-19.

Continuous integration (1)

GitHub Actions

How this is detected·Detection ruleset v1 (2026-07-18)

Dependencies

Declared dependencies

13 external dependencies (excludes base and recommended)

Depends (3)

R >= 2.10.0zoo sandwich

Imports (4)

graphicsstatsRcpputils

LinkingTo (2)

Rcpp RcppArmadillo

Suggests (9)

stats4car dynlm e1071 foreach lmtest mvtnorm tseries bfast

Enhances (0)

none

Dependency license breakdown →

Reverse dependencies

1direct

1indirect

bfast

Code & Tests

Code Composition

R 7,364 (46%)Rd 3,499 (22%)Other 3,332 (21%)Vignettes 862 (5%)C++ 639 (4%)C 193 (1%)

Code characteristics

Object systems

S355

Cyclomatic complexity: 3.0 median / 69 max

Test coverage

Line coverage

31%

Expression

32.1%

Tests / Examples

30.9% / 60% ex

Functions

126 30 exported

Complexity

7.1 avg / 69 max

Call network

126 nodes / 113 edges

Call graph

Open call graph →

Loading call graph…

Lowest coverage

126 functions

Function	Cyclo	Coverage
LWZ exp	1	0%
boundary exp	1	0%
breakfactor exp	4	0%
catL2BB exp	3	0%
efpFunctional exp	57	0%
gefp exp	25	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 (10)

Maintainer (1)

Dainius Masiliunas

Author, Maintainer

Authors (6)

Author, Maintainer

Author

Author

Author

Author

Author

Contributors (4)

Contributor

Contributor

Contributor

Contributor · added in 1.5-4-1.0.0

Listed in earlier versions (1)

Merkle

no longer listed · 1.5-3-1.0.0 to 1.5-4-1.0.1

Package Timeline

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

R
R 4.6.0 released · 2026-04-24
1.5-4-1.0.1Latest
2025-09-27 · current release · diff ↗
R
R 4.5.0 released · 2025-04-11
1.5-4-1.0.0
2024-10-17 · diff ↗
R
R 4.4.0 released · 2024-04-24
R
R 4.3.0 released · 2023-04-21
R
R 4.2.0 released · 2022-04-22
1.5-3-1.0.4
2021-11-26 · diff ↗
1.5-3-1.0.3
2021-05-26 · diff ↗
R
R 4.1.0 released · 2021-05-18
1.5-3-1.0.2
2021-04-08 · diff ↗
unarchivedReturned to CRAN
2021-04-08
archivedRemoved from CRAN
2021-04-07
check problems were not corrected in time
1.5-3-1.0.1
2021-03-28 · diff ↗
1.5-3-1.0.0
2021-03-24
R
R 4.0.0 released · 2020-04-24

Package metadata

First published: 2021-03-24
Total releases: 7 / 5 yrs
License: GPL-2 | GPL-3 OSI
Minimum R: ≥ 2.10.0
Bundled data: 128 KB / 10 files
Download size: 539 KB
Installed size: not tracked yet
With dependencies: not tracked yet

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