Estimation and Inference for Structural Breaks in Linear Regression Models

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" .


mbreaks

Update structural break library in R

Reference manual

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install.packages("mbreaks")

1.0.1 by Linh Nguyen, 2 years ago


https://github.com/RoDivinity/mbreaks


Report a bug at https://github.com/RoDivinity/mbreaks/issues


Browse source code at https://github.com/cran/mbreaks


Authors: Linh Nguyen [aut, cre] , Yohei Yamamoto [aut] , Pierre Perron [aut]


Documentation:   PDF Manual  


MIT + file LICENSE license


Imports ggplot2

Suggests knitr, rmarkdown, graphics, testthat


See at CRAN