strucchange: Testing, Monitoring, and Dating Structural Changes

Canonical link: https://rscholar.com/pkg/strucchange

Achim Zeileis • Friedrich Leisch • Kurt Hornik • Christian Kleiber • Bruce Hansen • Edgar C. Merkle • Nikolaus Umlauf • View description and downloads View dependencies GitHub project

2001 Published

1.5-4 Version

0 Citations

7 Authors

Referenced by ⇅	Year
bcp: Bayesian Analysis of Change Point Problems (Version 4.0.3)	2006
mstDIF: A Collection of DIF Tests for Multistage Tests (Version 0.1.8)	2020
AER: Applied Econometrics with R (Version 1.2-14)	2008
AQEval: Air Quality Evaluation (Version 0.5.7)	2022
ARDL: ARDL, ECM and Bounds-Test for Cointegration (Version 0.2.4)	2020
GVARX: Perform Global Vector Autoregression Estimation and Inference (Version 1.4)	2019
SIRthresholded: Sliced Inverse Regression with Thresholding (Version 1.0.2)	2022
StructuralDecompose: Decomposes a Level Shifted Time Series (Version 0.1.1)	2023
TSS.RESTREND: Time Series Segmentation of Residual Trends (Version 0.3.1)	2016
VARshrink: Shrinkage Estimation Methods for Vector Autoregressive Models (Version 0.3.1)	2019
autostsm: Automatic Structural Time Series Models (Version 3.1.5)	2021
betareg: Beta Regression (Version 3.2-1)	2004
dLagM: Time Series Regression Models with Distributed Lag Models (Version 1.1.13)	2017
demography: Forecasting Mortality, Fertility, Migration and Population Data (Version 2.0)	2010
dynlm: Dynamic Linear Regression (Version 0.3-6)	2005
facmodTS: Time Series Factor Models for Asset Returns (Version 1.0)	2023
ftsa: Functional Time Series Analysis (Version 6.4)	2009
fxregime: Exchange Rate Regime Analysis (Version 1.0-4)	2007
ggfortify: Data Visualization Tools for Statistical Analysis Results (Version 0.4.17)	2015
glogis: Fitting and Testing Generalized Logistic Distributions (Version 1.0-2)	2011
harbinger: A Unified Time Series Event Detection Framework (Version 1.1.707)	2023
lmtest: Testing Linear Regression Models (Version 0.9-40)	1999
meboot: Maximum Entropy Bootstrap for Time Series (Version 1.4-9.4)	2007
memochange: Testing for Structural Breaks under Long Memory and Testing for Changes in Persistence (Version 1.1.1)	2019
model4you: Stratified and Personalised Models Based on Model-Based Trees and Forests (Version 0.9-8)	2018
nardl: Nonlinear Cointegrating Autoregressive Distributed Lag Model (Version 0.1.6)	2017
party: A Laboratory for Recursive Partytioning (Version 1.3-17)	2005
partykit: A Toolkit for Recursive Partytioning (Version 1.2-23)	2011
phenopix: Process Digital Images of a Vegetation Cover (Version 2.4.4)	2017
promotionImpact: Analysis & Measurement of Promotion Effectiveness (Version 0.1.5)	2019
psychotree: Recursive Partitioning Based on Psychometric Models (Version 0.16-1)	2009
rmweather: Tools to Conduct Meteorological Normalisation and Counterfactual Modelling for Air Quality Data (Version 0.2.6)	2018
sandwich: Robust Covariance Matrix Estimators (Version 3.1-1)	2004
scDIFtest: Item-Wise Score-Based DIF Detection (Version 0.1.1)	2020
semtree: Recursive Partitioning for Structural Equation Models (Version 0.9.20)	2016
sovereign: State-Dependent Empirical Analysis (Version 1.2.1)	2021
svars: Data-Driven Identification of SVAR Models (Version 1.3.11)	2017
trend: Non-Parametric Trend Tests and Change-Point Detection (Version 1.1.6)	2015
vars: VAR Modelling (Version 1.6-1)	2006
vcrpart: Tree-Based Varying Coefficient Regression for Generalized Linear and Ordinal Mixed Models (Version 1.0-6)	2014
zoo: S3 Infrastructure for Regular and Irregular Time Series (Z's Ordered Observations) (Version 1.8-12)	2004

RPKG Scholar presents a tabulation of an author's contribution in the development of R packages stored in the Comprehensive R Archive Network (CRAN). Within this site, we consider package dependencies (suggests,imports,depends,enhances) as citations because we believe that using one's package to develop another is tantamount to citing the author of the package being imported, suggested or enhanced.