strucchange

MaRDI QIDQ19173swMATHCRANWikidataFDO

Authors Achim Zeileis, Friedrich Leisch, Kurt Hornik, Christian Kleiber

Last update 4 August 2026

Copyright license GNU General Public License, version 2.0, GNU General Public License, version 3.0

Software version identifier 1.5-3, PACKAGES.rds, 0.9-1, 0.9-2, 0.9-3, 0.9-4, 0.9-5, 0.9-6, 1.0-0, 1.0-1, 1.0-2, 1.1-0, 1.1-1, 1.1-2, 1.2-1, 1.2-2, 1.2-3, 1.2-4, 1.2-5, 1.2-6, 1.2-7, 1.2-8, 1.2-9, 1.2-10, 1.2-11, 1.2-12, 1.2-13, 1.3-0, 1.3-1, 1.3-2, 1.3-3, 1.3-4, 1.3-5, 1.3-6, 1.3-7, 1.4-0, 1.4-1, 1.4-2, 1.4-3, 1.4-4, 1.4-5, 1.4-6, 1.4-7, 1.5-0, 1.5-1, 1.5-2, 1.5-4, 1.6-0

Official website http://cran.r-project.org/web/packages/strucchange/

Source code repository https://github.com/cran/strucchange

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.

Described by source

• Implementing a class of structural change tests: an econometric computing approach

Cited in

(only showing first 100 items - show all)

• semtree
• sovereign
• promotionImpact
• dLagM
• phenopix
• vccp
• hdcd
• onlineCOV
• gSeg
• jointseg
• mixR
• changepointTests
• TSS.RESTREND
• fxregime
• VARshrink
• CLUES
• A pruned recursive solution to the multiple change point problem
• Score-based tests of differential item functioning via pairwise maximum likelihood estimation
• car
• An exact approach to Bayesian sequential change point detection
• lmtest
• sandwich
• MSBVAR
• vars
• tseries
• combinat
• Modified sequential change point procedures based on estimating functions
• Alternative boundaries for CUSUM tests
• changepoint
• party
• Tests of measurement invariance without subgroups: a generalization of classical methods
• spc
• plm
• Segmented
• NMF
• mixreg
• Remarks on invariance principle for one-parametric recursive residuals
• A note on the structural change test in highly parameterized psychometric models
• Computation and application of generalized linear mixed model derivatives using \textit{lme4}
• Systemfit
• Detecting possibly frequent change-points: wild binary segmentation 2 and steepest-drop model selection
• fArma
• meboot
• zoo
• partykit
• Parsimonious periodic autoregressive models for time series with evolving trend and seasonality
• gvlma
• urca
• tsDyn
• Monitoring scale scores over time via quality control charts, model-based approaches, and time series techniques
• Testing, monitoring, and dating structural changes in exchange rate regimes
• Guaranteed testing for epidemic changes of a linear regression model
• mirt
• Strucchangean
• SaTScan
• cpm
• difR
• Ecdat
• fracdiff
• bcp
• vrtest
• ftsa
• betareg
• psychotools
• DNAcopy
• SimDesign
• not
• FDRSeg
• Reproducible econometric simulations
• irtrees
• brainGraph
• RSelenium
• webshot
• MGLM
• plot3D
• AR1seg
• changepoint.np
• stepR
• lfda
• ggfortify
• ecp
• Segmentor3IsBack
• Analysis of integrated and cointegrated time series with R.
• breakfast
• Analysis of integrated and co-integrated time series with R
• Formula
• Applied Econometrics with R
• Change detection in linear regression with time series errors
• Data analysis and graphics using R -- an example-based approach
• cumSeg
• Sequential monitoring for change in scale
• its
• dynlm
• AutoSEARCH
• dyn
• lumberjack
• corrgram
• autoplotly
• A toolbox of permutation tests for structural change
• KernSeg

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