Functions provide comprehensive treatments for estimating, inferring, testing and model selecting in linear regression models with structural breaks. The tests, estimation methods, inference and information criteria implemented are discussed in Bai and Perron (1998) "Estimating and Testing Linear Models with Multiple Structural Changes" <doi:10.2307/2998540>.
| Version: | 1.0.1 |
| Depends: | R (≥ 3.3) |
| Imports: | ggplot2 |
| Suggests: | knitr, rmarkdown, graphics, testthat |
| Published: | 2024-11-11 |
| DOI: | 10.32614/CRAN.package.mbreaks |
| Author: | Linh Nguyen [aut, cre], Yohei Yamamoto [aut], Pierre Perron [aut] |
| Maintainer: | Linh Nguyen <nguye535 at purdue.edu> |
| BugReports: | https://github.com/RoDivinity/mbreaks/issues |
| License: | MIT + file LICENSE |
| URL: | https://github.com/RoDivinity/mbreaks |
| NeedsCompilation: | no |
| Materials: | README |
| CRAN checks: | mbreaks results |
| Reference manual: | mbreaks.pdf |
| Vignettes: |
Estimating and testing for multiple structural changes with 'mbreaks' package (source, R code) |
| Package source: | mbreaks_1.0.1.tar.gz |
| Windows binaries: | r-devel: mbreaks_1.0.0.zip, r-release: mbreaks_1.0.0.zip, r-oldrel: mbreaks_1.0.1.zip |
| macOS binaries: | r-release (arm64): mbreaks_1.0.1.tgz, r-oldrel (arm64): mbreaks_1.0.1.tgz, r-release (x86_64): mbreaks_1.0.1.tgz, r-oldrel (x86_64): mbreaks_1.0.1.tgz |
| Old sources: | mbreaks archive |
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