strucchangeRcpp
Testing, Monitoring, and Dating Structural Changes: C++ Version
Description
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.
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CRAN Check Status
Show all 13 flavors
| Flavor | Status |
|---|---|
| r-devel-linux-x86_64-debian-clang | OK |
| r-devel-linux-x86_64-debian-gcc | OK |
| r-devel-linux-x86_64-fedora-clang | OK |
| r-devel-linux-x86_64-fedora-gcc | OK |
| r-devel-windows-x86_64 | OK |
| r-oldrel-macos-arm64 | OK |
| r-oldrel-macos-x86_64 | OK |
| r-oldrel-windows-x86_64 | OK |
| r-patched-linux-x86_64 | OK |
| r-release-linux-x86_64 | OK |
| r-release-macos-arm64 | OK |
| r-release-macos-x86_64 | OK |
| r-release-windows-x86_64 | OK |
Check History
OK 13 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE May 2, 2026
NOTE 12 OK · 2 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Apr 22, 2026
installed package size
installed size is 5.4Mb
sub-directories of 1Mb or more:
libs 4.3Mb
installed package size
installed size is 5.5Mb
sub-directories of 1Mb or more:
libs 4.4Mb
ERROR 11 OK · 2 NOTE · 0 WARNING · 1 ERROR · 0 FAILURE Apr 18, 2026
whether package can be installed
Installation failed. See 'd:/Rcompile/CRANpkg/local/4.6/strucchangeRcpp.Rcheck/00install.out' for details.
installed package size
installed size is 5.4Mb
sub-directories of 1Mb or more:
libs 4.3Mb
installed package size
installed size is 5.5Mb
sub-directories of 1Mb or more:
libs 4.4Mb
NOTE 12 OK · 2 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 27, 2026
installed package size
installed size is 5.4Mb
sub-directories of 1Mb or more:
libs 4.3Mb
installed package size
installed size is 5.5Mb
sub-directories of 1Mb or more:
libs 4.4Mb
ERROR 11 OK · 2 NOTE · 0 WARNING · 1 ERROR · 0 FAILURE Mar 24, 2026
examples
Running examples in ‘strucchangeRcpp-Ex.R’ failed
The error most likely occurred in:
> base::assign(".ptime", proc.time(), pos = "CheckExEnv")
> ### Name: RealInt
> ### Title: US Ex-post Real Interest Rate
> ### Aliases: RealInt
> ### Keywords: data
...[truncated]...
nformable arguments
Error in meatHAC(x, order.by = order.by, prewhite = prewhite, weights = weights, :
VAR(1) prewhitening of estimating functions failed
Calls: sapply ... vcov. -> kernHAC -> vcovHAC -> vcovHAC.default -> meatHAC
Execution halted
installed package size
installed size is 5.4Mb
sub-directories of 1Mb or more:
libs 4.3Mb
installed package size
installed size is 5.5Mb
sub-directories of 1Mb or more:
libs 4.4Mb
NOTE 12 OK · 2 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 10, 2026
installed package size
installed size is 5.4Mb
sub-directories of 1Mb or more:
libs 4.3Mb
installed package size
installed size is 5.5Mb
sub-directories of 1Mb or more:
libs 4.4Mb