{ "_id": "6a103e07acfb0bcc41c9c6e0", "Package": "strucchangeRcpp", "Version": "1.5-4-1.0.2-9999", "Title": "Testing, Monitoring, and Dating Structural Changes: C++ Version", "Authors@R": "c(person(given = \"Dainius\", family = \"Masiliunas\", role = c(\"aut\", \"cre\"),\nemail = \"pastas4@gmail.com\", comment = c(ORCID = \"0000-0001-5654-1277\")),\nperson(given = \"Achim\", family = \"Zeileis\", role = c(\"aut\"), email = \"Achim.Zeileis@R-project.org\",\ncomment = c(ORCID = \"0000-0003-0918-3766\")),\nperson(given = \"Marius\", family = \"Appel\", role = \"aut\", email = \"marius.appel@uni-muenster.de\"),\nperson(given = \"Friedrich\", family = \"Leisch\", role = \"aut\", email = \"Friedrich.Leisch@R-project.org\"),\nperson(given = \"Kurt\", family = \"Hornik\", role = \"aut\", email = \"Kurt.Hornik@R-project.org\"),\nperson(given = \"Christian\", family = \"Kleiber\", role = \"aut\", email = \"Christian.Kleiber@unibas.ch\"),\nperson(given = \"Andrei\", family = \"Mirt\", role = \"ctb\", email = \"andrei.mirt@wur.nl\",\ncomment = c(ORCID = \"0000-0003-3654-2090\")),\nperson(given = \"Bruce\", family = \"Hansen\", role = \"ctb\"),\nperson(given = c(\"Edgar\", \"C.\"), family = \"Merkle\", role = \"ctb\"),\nperson(given = \"Nikolaus\", family = \"Umlauf\", role = \"ctb\"))", "Description": "A fast implementation with additional experimental\nfeatures for testing, monitoring and dating structural changes\nin (linear) regression models. 'strucchangeRcpp' features\ntests/methods from the generalized fluctuation test framework\nas well as from the F test (Chow test) framework. This includes\nmethods to fit, plot and test fluctuation processes (e.g.\ncumulative/moving sum, recursive/moving estimates) and F\nstatistics, respectively. These methods are described in\nZeileis et al. (2002) . Finally, the\nbreakpoints in regression models with structural changes can be\nestimated together with confidence intervals, and their\nmagnitude as well as the model fit can be evaluated using a\nvariety of statistical measures.", "LazyData": "yes", "License": "GPL-2 | GPL-3", "URL": "https://github.com/bfast2/strucchangeRcpp/", "BugReports": "https://github.com/bfast2/strucchangeRcpp/issues", "RoxygenNote": "7.1.1", "Encoding": "UTF-8", "Repository": "https://bfast2.r-universe.dev", "Date/Publication": "2026-03-12 15:16:07 UTC", "RemoteUrl": "https://github.com/bfast2/strucchangercpp", "RemoteRef": "HEAD", "RemoteSha": "ce43aedbcb4cfd35df0b1b6c4d4e911e5c1ccf92", "NeedsCompilation": "yes", "Packaged": { "Date": "2026-05-11 09:21:52 UTC", "User": "root" }, "Author": "Dainius Masiliunas [aut, cre] (ORCID:\n),\nAchim Zeileis [aut] (ORCID: ),\nMarius Appel [aut],\nFriedrich Leisch [aut],\nKurt Hornik [aut],\nChristian Kleiber [aut],\nAndrei Mirt [ctb] (ORCID: ),\nBruce Hansen [ctb],\nEdgar C. Merkle [ctb],\nNikolaus Umlauf [ctb]", "Maintainer": "Dainius Masiliunas ", "MD5sum": "1b0ca5b083167fecc91b0b650775e0e4", "_user": "bfast2", "_type": "src", "_file": "strucchangeRcpp_1.5-4-1.0.2-9999.tar.gz", "_fileid": "c258c3e0c8aebbc1b554f39d3ad489c20745681397438879f956c2333cf5f5a6", "_filesize": 1033297, "_sha256": "c258c3e0c8aebbc1b554f39d3ad489c20745681397438879f956c2333cf5f5a6", "_created": "2026-05-11T09:21:52.000Z", "_published": "2026-05-22T11:29:11.847Z", "_distro": "noble", "_jobs": [ { "job": 77370536437, "time": 177, "config": "linux-devel-arm64", "r": "4.7.0", "check": "OK", "artifact": "6914841033" }, { "job": 77370536429, "time": 158, "config": "linux-devel-x86_64", "r": "4.7.0", "check": "OK", "artifact": "6914834616" }, { "job": 77370536388, "time": 167, "config": "linux-release-arm64", "r": "4.6.0", "check": "OK", "artifact": "6914837610" }, { "job": 77370536397, "time": 170, "config": "linux-release-x86_64", "r": "4.6.0", "check": "OK", "artifact": "6914841367" }, { "job": 77370536059, "time": 234, "config": "macos-oldrel-arm64", "r": "4.5.3", "check": "OK", "artifact": "6914849598" }, { "job": 77370536336, "time": 312, "config": "macos-oldrel-x86_64", "r": "4.5.3", "check": "OK", "artifact": "6914876460" }, { "job": 77370535889, "time": 162, "config": "macos-release-arm64", "r": "4.6.0", "check": "OK", "artifact": "6914828043" }, { "job": 77370536031, "time": 558, "config": "macos-release-x86_64", "r": "4.6.0", "check": "OK", "artifact": "6914954044" }, { "job": 77370535332, "time": 279, "config": "source", "r": "4.6.0", "check": "OK", "artifact": "6914776639" }, { "job": 77370535482, "time": 141, "config": "wasm-release", "r": "4.6.0", "check": "OK", "artifact": "7159411088" }, { "job": 77370535935, "time": 185, "config": "windows-devel", "r": "4.7.0", "check": "OK", "artifact": "6914844159" }, { "job": 77370535922, "time": 174, "config": "windows-oldrel", "r": "4.5.3", "check": "OK", "artifact": "6914840334" }, { "job": 77370535969, "time": 162, "config": "windows-release", "r": "4.6.0", "check": "OK", "artifact": "6914835777" } ], "_buildurl": "https://github.com/r-universe/bfast2/actions/runs/25661409460", "_status": "success", "_host": "GitHub-Actions", "_upstream": "https://github.com/bfast2/strucchangercpp", "_commit": { "id": "ce43aedbcb4cfd35df0b1b6c4d4e911e5c1ccf92", "author": "Dainius ", "committer": "Dainius ", "message": "Fix a singularity edge-case, fixes #18\n", "time": 1773328567 }, "_maintainer": { "name": "Dainius Masiliunas", "email": "pastas4@gmail.com", "login": "greatemerald", "uuid": 726893, "orcid": "0000-0001-5654-1277" }, "_registered": true, "_dependencies": [ { "package": "R", "version": ">= 2.10.0", "role": "Depends" }, { "package": "zoo", "role": "Depends" }, { "package": "sandwich", "role": "Depends" }, { "package": "Rcpp", "role": "LinkingTo" }, { "package": "RcppArmadillo", "role": "LinkingTo" }, { "package": "graphics", "role": "Imports" }, { "package": "stats", "role": "Imports" }, { "package": "Rcpp", "version": ">= 0.12.7", "role": "Imports" }, { "package": "utils", "role": "Imports" }, { "package": "stats4", "role": "Suggests" }, { "package": "car", "role": "Suggests" }, { "package": "dynlm", "role": "Suggests" }, { "package": "e1071", "role": "Suggests" }, { "package": "foreach", "role": "Suggests" }, { "package": "lmtest", "role": "Suggests" }, { "package": "mvtnorm", "role": "Suggests" }, { "package": "tseries", "role": "Suggests" }, { "package": "bfast", "role": "Suggests" } ], "_owner": "bfast2", "_selfowned": true, "_usedby": 2, "_updates": [ { "week": "2025-39", "n": 2 }, { "week": "2026-02", "n": 1 }, { "week": "2026-11", "n": 2 } ], "_tags": [], "_stars": 6, "_contributors": [ { "user": "greatemerald", "count": 81, "uuid": 726893 }, { "user": "appelmar", "count": 12, "uuid": 10140503 }, { "user": "eddelbuettel", "count": 1, "uuid": 673121 } ], "_userbio": { "uuid": 56355352, "type": "organization", "name": "bfast2" }, "_downloads": { "count": 640, "source": "https://cranlogs.r-pkg.org/downloads/total/last-month/strucchangeRcpp" }, "_devurl": "https://github.com/bfast2/strucchangercpp", "_searchresults": 6, "_topics": [ "openblas", "cpp" ], "_rbuild": "4.6.0", "_assets": [ "extra/citation.cff", "extra/citation.html", "extra/citation.json", "extra/citation.txt", "extra/contents.json", "extra/NEWS.html", "extra/NEWS.txt", "extra/readme.html", "extra/readme.md", "extra/strucchangeRcpp.html", "manual.pdf" ], "_homeurl": "https://github.com/bfast2/strucchangercpp", "_realowner": "bfast2", "_cranurl": true, "_releases": [ { "version": "1.5-3-1.0.0", "date": "2021-03-24" }, { "version": "1.5-3-1.0.1", "date": "2021-03-28" }, { "version": "1.5-3-1.0.2", "date": "2021-04-08" }, { "version": "1.5-3-1.0.3", "date": "2021-05-26" }, { "version": "1.5-3-1.0.4", "date": "2021-11-26" }, { "version": "1.5-4-1.0.0", "date": "2024-10-17" }, { "version": "1.5-4-1.0.1", "date": "2025-09-26" } ], "_exports": [ "AIC.breakpointsfull", "boundary", "boundary.efp", "boundary.Fstats", "boundary.mefp", "breakdates", "breakdates.breakpoints", "breakdates.confint.breakpoints", "breakfactor", "breakpoints", "breakpoints.breakpointsfull", "breakpoints.formula", "breakpoints.Fstats", "breakpoints.matrix", "catL2BB", "coef.breakpointsfull", "confint.breakpointsfull", "df.residual.breakpointsfull", "efp", "efp.formula", "efp.matrix", "efpFunctional", "fitted.breakpointsfull", "Fstats", "gefp", "lines.breakpoints", "lines.confint.breakpoints", "lines.efp", "lines.Fstats", "lines.mefp", "logLik.breakpoints", "logLik.breakpointsfull", "LWZ", "LWZ.breakpoints", "LWZ.breakpointsfull", "magnitude", "magnitude.breakpointsfull", "maxBB", "maxBBI", "maxBM", "maxBMI", "maxL2BB", "maxMOSUM", "meanL2BB", "mefp", "mefp.efp", "mefp.formula", "mefp.matrix", "monitor", "monitor.matrix", "monitorMECritval", "monitorMECritvalData", "monitorMECritvalTable", "monitorRECritval", "monitorRECritvalData", "monitorRECritvalTable", "ordL2BB", "ordwmax", "pargmaxV", "plot.breakpointsfull", "plot.efp", "plot.Fstats", "plot.gefp", "plot.mefp", "plot.summary.breakpointsfull", "print.breakpoints", "print.confint.breakpoints", "print.efp", "print.Fstats", "print.gefp", "print.mefp", "print.summary.breakpointsfull", "pvalue.efp", "pvalue.Fstats", "rangeBB", "rangeBBI", "rangeBM", "rangeBMI", "recresid", "recresid.default", "recresid.formula", "recresid.lm", "residuals.breakpointsfull", "root.matrix", "root.matrix.crossprod", "sc.beta.ave", "sc.beta.exp", "sc.beta.sup", "sc.maxL2", "sc.me", "sc.meanL2", "sctest", "sctest.default", "sctest.efp", "sctest.formula", "sctest.Fstats", "sctest.gefp", "simulateBMDist", "solveCrossprod", "summary.breakpoints", "summary.breakpointsfull", "supLM", "time.gefp", "vcov.breakpointsfull" ], "_datasets": [ { "name": "BostonHomicide", "title": "Youth Homicides in Boston", "object": "BostonHomicide", "class": [ "data.frame" ], "fields": [ "homicides", "population", "populationBM", "ahomicides25", "ahomicides35", "unemploy", "season", "year" ], "rows": 77, "table": true, "tojson": true }, { "name": "DJIA", "title": "Dow Jones Industrial Average", "object": "DJIA", "class": [ "zooreg", "zoo" ], "fields": [], "table": false, "tojson": false }, { "name": "durab", "title": "US Labor Productivity", "object": "durab", "class": [ "mts", "ts" ], "fields": [ "y", "lag" ], "rows": 650, "table": true, "tojson": true }, { "name": "GermanM1", "title": "German M1 Money Demand", "object": "GermanM1", "class": [ "data.frame" ], "fields": [ "m", "p", "y", "R", "dm", "dy2", "dR", "dR1", "dp", "m1", "y1", "R1", "season", "ecm.res" ], "rows": 140, "table": true, "tojson": true }, { "name": "Grossarl", "title": "Marriages, Births and Deaths in Grossarl", "object": "Grossarl", "class": [ "data.frame" ], "fields": [ "marriages", "illegitimate", "legitimate", "deaths", "fraction", "lag.marriages", "politics", "morals", "nuptiality", "year" ], "rows": 200, "table": true, "tojson": true }, { "name": "historyM1", "title": "German M1 Money Demand", "object": "GermanM1", "class": [ "data.frame" ], "fields": [ "m", "p", "y", "R", "dm", "dy2", "dR", "dR1", "dp", "m1", "y1", "R1", "season", "ecm.res" ], "rows": 118, "table": true, "tojson": true }, { "name": "monitorM1", "title": "German M1 Money Demand", "object": "GermanM1", "class": [ "data.frame" ], "fields": [ "m", "p", "y", "R", "dm", "dy2", "dR", "dR1", "dp", "m1", "y1", "R1", "season", "ecm.res" ], "rows": 22, "table": true, "tojson": true }, { "name": "PhillipsCurve", "title": "UK Phillips Curve Equation Data", "object": "PhillipsCurve", "class": [ "mts", "ts" ], "fields": [ "p", "w", "u", "dp", "dw", "du", "u1", "dp1" ], "rows": 131, "table": true, "tojson": true }, { "name": "RealInt", "title": "US Ex-post Real Interest Rate", "object": "RealInt", "class": [ "ts" ], "fields": {}, "rows": 103, "table": true, "tojson": true }, { "name": "scPublications", "title": "Structural Change Publications", "object": "scPublications", "class": [ "data.frame" ], "fields": [ "author", "title", "journal", "year", "volume", "issue", "bpage", "epage", "type" ], "rows": 835, "table": true, "tojson": true }, { "name": "SP2001", "title": "S&P 500 Stock Prices", "object": "SP2001", "class": [ "zoo" ], "fields": [ "A", "CTAS", "JNS", "PTV", "AA", "CTB", "JNY", "PVN", "AAPL", "CTL", "JP", "PWER", "ABC", "CTX", "JPM", "PX", "ABI", "CTXS", "JWN", "Q", "ABK", "CUM", "K", "QCOM", "ABS", "CVG", "KBH", "QLGC", "ABT", "CVS", "KEY", "QTRN", "ACE", "CVX", "KG", "R", "ACV", "CZN", "KLAC", "RBK", "ADBE", "D", "KMB", "RDC", "ADCT", "DAL", "KMG", "RF", "ADI", "DCN", "KMI", "RHI", "ADM", "DD", "KO", "RIG", "ADP", "DDS", "KR", "RJR", "ADSK", "DE", "KRB", "RKY", "AEE", "DELL", "KRI", "ROH", "AEP", "DG", "KSE", "ROK", "AES", "DGX", "KSS", "RSH", "AET", "DHR", "LEG", "RTN", "AFL", "DIS", "LEH", "RX", "AGN", "DJ", "LIZ", "S", "AHC", "DLX", "LLTC", "SAFC", "AIG", "DNY", "LLY", "SANM", "AIV", "DOV", "LMT", "SBC", "ALL", "DOW", "LNC", "SBL", "ALTR", "DPH", "LOW", "SBUX", "AM", "DRI", "LPX", "SCH", "AMAT", "DTE", "LSI", "SDS", "AMCC", "DUK", "LTD", "SEBL", "AMD", "DVN", "LTR", "SEE", "AMGN", "DYN", "LU", "SFA", "AN", "EBAY", "LUV", "SGP", "ANDW", "EC", "LXK", "SHW", "AOC", "ECL", "MAR", "SIAL", "AOL", "ED", "MAS", "SLB", "APA", "EDS", "MAT", "SLE", "APC", "EFX", "MAY", "SLM", "APCC", "EIX", "MBI", "SLR", "APD", "EK", "MCD", "SNA", "APOL", "EMC", "MCK", "SNV", "ASD", "EMN", "MCO", "SO", "ASH", "EMR", "MDP", "SOTR", "ASO", "EOG", "MDT", "SPC", "AT", "EOP", "MEDI", "SPG", "ATH", "EP", "MEL", "SPLS", "ATI", "EQR", "MER", "SRE", "AV", "ERTS", "MERQ", "STI", "AVP", "ETN", "MET", "STJ", "AVY", "ETR", "MHP", "STT", "AW", "EXC", "MHS", "SUN", "AWE", "F", "MI", "SUNW", "AXP", "FBF", "MIL", "SVU", "AYE", "FCX", "MKC", "SWK", "AZO", "FD", "MMC", "SWY", "BA", "FDC", "MMM", "SYK", "BAC", "FDO", "MNST", "SYMC", "BAX", "FDX", "MO", "SYY", "BBBY", "FE", "MOLX", "T", "BBT", "FII", "MON", "TAPb", "BBY", "FISV", "MOT", "TE", "BC", "FITB", "MRK", "TEK", "BCC", "FLR", "MRO", "TER", "BCR", "FNM", "MSFT", "TGT", "BDK", "FO", "MTG", "THC", "BDX", "FON", "MU", "TIF", "BEN", "FPL", "MWD", "TIN", "BFb", "FRE", "MWV", "TJX", "BGEN", "FRX", "MXIM", "TLAB", "BHI", "FTN", "MYG", "TMK", "BJS", "G", "NAV", "TMO", "BK", "GAS", "NBR", "TNB", "BLI", "GCI", "NCC", "TOY", "BLL", "GD", "NCR", "TRB", "BLS", "GDT", "NE", "TROW", "BMC", "GDW", "NEM", "TSG", "BMET", "GE", "NFB", "TUP", "BMS", "GENZ", "NI", "TXN", "BMY", "GIS", "NKE", "TXT", "BNI", "GLK", "NOC", "TXU", "BOL", "GLW", "NOVL", "TYC", "BR", "GM", "NSC", "UCL", "BRCM", "GP", "NSM", "UIS", "BSC", "GPC", "NTAP", "UNH", "BSX", "GPS", "NTRS", "UNM", "BUD", "GR", "NUE", "UNP", "C", "GS", "NVDA", "UPC", "CA", "GT", "NVLS", "UPS", "CAG", "GTW", "NWL", "USB", "CAH", "GWW", "NXTL", "UST", "CAT", "HAL", "NYT", "UTX", "CB", "HAS", "ODP", "UVN", "CBE", "HBAN", "OMC", "VC", "CC", "HCA", "ONE", "VFC", "CCE", "HCR", "ORCL", "VIAb", "CCL", "HD", "OXY", "VMC", "CCU", "HDI", "PAYX", "VRTS", "CD", "HET", "PBG", "VZ", "CE", "HIG", "PBI", "WAG", "CEG", "HLT", "PCAR", "WAT", "CF", "HMA", "PCG", "WB", "CFC", "HNZ", "PCL", "WEN", "CHIR", "HON", "PCS", "WFC", "CI", "HOT", "PD", "WHR", "CIEN", "HPC", "PEG", "WIN", "CIN", "HPQ", "PEP", "WLP", "CINF", "HRB", "PFE", "WM", "CL", "HSY", "PFG", "WMB", "CLX", "HUM", "PG", "WMI", "CMA", "IBM", "PGL", "WMT", "CMCSA", "IFF", "PGN", "WOR", "CMS", "IGT", "PGR", "WPI", "CMVT", "INTC", "PH", "WWY", "CNP", "INTU", "PHM", "WY", "COF", "IP", "PKI", "WYE", "COL", "IPG", "PLD", "X", "COP", "IR", "PLL", "XEL", "COST", "ITT", "PMCS", "XL", "CPB", "ITW", "PMTC", "XLNX", "CPN", "JBL", "PNC", "XOM", "CPWR", "JCI", "PNW", "XRX", "CR", "JCP", "PPG", "YHOO", "CSC", "JDSU", "PPL", "YUM", "CSCO", "JHF", "PRU", "ZION", "CSX", "JNJ", "PSFT", "ZMH" ], "rows": 103, "table": true, "tojson": false }, { "name": "USIncExp", "title": "Income and Expenditures in the US", "object": "USIncExp", "class": [ "mts", "ts" ], "fields": [ "income", "expenditure" ], "rows": 506, "table": true, "tojson": true } ], "_help": [ { "page": "BostonHomicide", "title": "Youth Homicides in Boston", "topics": [ "BostonHomicide" ] }, { "page": "boundary", "title": "Boundary Function for Structural Change Tests", "topics": [ "boundary" ] }, { "page": "boundary.efp", "title": "Boundary for Empirical Fluctuation Processes", "topics": [ "boundary.efp" ] }, { "page": "boundary.Fstats", "title": "Boundary for F Statistics", "topics": [ "boundary.Fstats" ] }, { "page": "boundary.mefp", "title": "Boundary Function for Monitoring of Structural Changes", "topics": [ "boundary.mefp" ] }, { "page": "breakdates", "title": "Breakdates Corresponding to Breakpoints", "topics": [ "breakdates", "breakdates.breakpoints", "breakdates.confint.breakpoints" ] }, { "page": "breakfactor", "title": "Factor Coding of Segmentations", "topics": [ "breakfactor" ] }, { "page": "breakpoints", "title": "Dating Breaks", "concept": [ "breakpoint estimation", "changepoint estimation", "segmented regression" ], "topics": [ "breakpoints", "breakpoints.breakpointsfull", "breakpoints.formula", "breakpoints.Fstats", "breakpoints.matrix", "coef.breakpointsfull", "df.residual.breakpointsfull", "fitted.breakpointsfull", "lines.breakpoints", "plot.breakpointsfull", "plot.summary.breakpointsfull", "print.breakpoints", "print.summary.breakpointsfull", "residuals.breakpointsfull", "summary.breakpoints", "summary.breakpointsfull", "vcov.breakpointsfull" ] }, { "page": "catL2BB", "title": "Generators for efpFunctionals along Categorical Variables", "topics": [ "catL2BB", "ordL2BB", "ordwmax" ] }, { "page": "confint.breakpointsfull", "title": "Confidence Intervals for Breakpoints", "topics": [ "confint.breakpointsfull", "lines.confint.breakpoints", "print.confint.breakpoints" ] }, { "page": "DJIA", "title": "Dow Jones Industrial Average", "topics": [ "DJIA" ] }, { "page": "durab", "title": "US Labor Productivity", "topics": [ "durab" ] }, { "page": "efp", "title": "Empirical Fluctuation Processes", "concept": [ "CUSUM", "MOSUM", "recursive estimates", "moving estimates", "fluctuation test", "maximum likelihood scores", "structural change" ], "topics": [ "efp", "efp.formula", "efp.matrix", "print.efp" ] }, { "page": "efpFunctional", "title": "Functionals for Fluctuation Processes", "topics": [ "efpFunctional", "maxBB", "maxBBI", "maxBM", "maxBMI", "maxL2BB", "meanL2BB", "rangeBB", "rangeBBI", "rangeBM", "rangeBMI", "simulateBMDist" ] }, { "page": "Fstats", "title": "F Statistics", "concept": [ "F statistics", "Andrews test", "Chow test", "Quandt test" ], "topics": [ "Fstats", "print.Fstats" ] }, { "page": "gefp", "title": "Generalized Empirical M-Fluctuation Processes", "concept": [ "M-fluctuation", "fluctuation test", "maximum likelihood scores", "structural change" ], "topics": [ "gefp", "plot.gefp", "print.gefp", "sctest.gefp", "time.gefp" ] }, { "page": "GermanM1", "title": "German M1 Money Demand", "topics": [ "GermanM1", "historyM1", "monitorM1" ] }, { "page": "Grossarl", "title": "Marriages, Births and Deaths in Grossarl", "topics": [ "Grossarl" ] }, { "page": "logLik.breakpoints", "title": "Log Likelihood and Information Criteria for Breakpoints", "topics": [ "AIC.breakpointsfull", "logLik.breakpoints", "logLik.breakpointsfull", "LWZ", "LWZ.breakpoints", "LWZ.breakpointsfull" ] }, { "page": "magnitude", "title": "Magnitudes of Breakpoints", "topics": [ "magnitude", "magnitude.breakpointsfull" ] }, { "page": "mefp", "title": "Monitoring of Empirical Fluctuation Processes", "concept": [ "CUSUM", "MOSUM", "recursive estimates", "moving estimates", "fluctuation test", "monitoring", "structural change" ], "topics": [ "mefp", "mefp.efp", "mefp.formula", "mefp.matrix", "monitor", "monitor.matrix", "print.mefp" ] }, { "page": "PhillipsCurve", "title": "UK Phillips Curve Equation Data", "topics": [ "PhillipsCurve" ] }, { "page": "plot.efp", "title": "Plot Empirical Fluctuation Process", "topics": [ "lines.efp", "plot.efp" ] }, { "page": "plot.Fstats", "title": "Plot F Statistics", "topics": [ "lines.Fstats", "plot.Fstats" ] }, { "page": "plot.mefp", "title": "Plot Methods for mefp Objects", "topics": [ "lines.mefp", "plot.mefp" ] }, { "page": "RealInt", "title": "US Ex-post Real Interest Rate", "topics": [ "RealInt" ] }, { "page": "recresid", "title": "Recursive Residuals", "topics": [ "recresid", "recresid.default", "recresid.formula", "recresid.lm" ] }, { "page": "root.matrix", "title": "Root of a Matrix", "topics": [ "root.matrix" ] }, { "page": "root.matrix.crossprod", "title": "Root of X^TX", "topics": [ "root.matrix.crossprod" ] }, { "page": "scPublications", "title": "Structural Change Publications", "topics": [ "scPublications" ] }, { "page": "sctest", "title": "Structural Change Tests", "topics": [ "sctest" ] }, { "page": "sctest.default", "title": "Structural Change Tests in Parametric Models", "topics": [ "sctest.default" ] }, { "page": "sctest.efp", "title": "Generalized Fluctuation Tests", "topics": [ "sctest.efp" ] }, { "page": "sctest.formula", "title": "Structural Change Tests in Linear Regression Models", "topics": [ "sctest.formula" ] }, { "page": "sctest.Fstats", "title": "supF-, aveF- and expF-Test", "topics": [ "sctest.Fstats" ] }, { "page": "solveCrossprod", "title": "Inversion of X'X", "topics": [ "solveCrossprod" ] }, { "page": "SP2001", "title": "S&P 500 Stock Prices", "topics": [ "SP2001" ] }, { "page": "supLM", "title": "Generators for efpFunctionals along Continuous Variables", "topics": [ "maxMOSUM", "supLM" ] }, { "page": "USIncExp", "title": "Income and Expenditures in the US", "topics": [ "USIncExp" ] } ], "_readme": "https://github.com/bfast2/strucchangercpp/raw/HEAD/README.md", "_rundeps": [ "lattice", "Rcpp", "RcppArmadillo", "sandwich", "zoo" ], "_sysdeps": [ { "shlib": "liblapack", "package": "libopenblas0-pthread", "source": "openblas", "version": "0.3.26+ds-1ubuntu0.1", "name": "openblas", "homepage": "https://www.openblas.net/", "description": "Optimized BLAS (linear algebra) library (shared lib, pthread)" }, { "shlib": "libblas", "package": "libopenblas0-pthread", "source": "openblas", "version": "0.3.26+ds-1ubuntu0.1", "name": "openblas", "homepage": "https://www.openblas.net/", "description": "Optimized BLAS (linear algebra) library (shared lib, pthread)" }, { "shlib": "libstdc++", "package": "libstdc++6", "source": "gcc", "version": "14.2.0-4ubuntu2~24.04.1", "name": "c++", "homepage": "http://gcc.gnu.org/", "description": "GNU Standard C++ Library v3" } ], "_vignettes": [ { "source": "strucchange-intro.Rnw", "filename": "strucchange-intro.pdf", "title": "strucchangeRcpp: An R Package for Testing for Structural Change in Linear Regression Models", "engine": "utils::Sweave", "headings": [], "created": "2016-12-07 14:43:23", "modified": "2021-03-18 11:30:20", "commits": 3 } ], "_score": 6.033423755486949, "_indexed": true, "_nocasepkg": "strucchangercpp", "_universes": [ "bfast2", "greatemerald" ], "_binaries": [ { "r": "4.7.0", "os": "linux", "version": "1.5-4-1.0.2-9999", "date": "2026-05-11T09:24:53.000Z", "distro": "noble", "arch": "aarch64", "commit": "ce43aedbcb4cfd35df0b1b6c4d4e911e5c1ccf92", "fileid": "a75d633c6099459ad1c9ee1b23df395bda0de7ec70f26ce81b80a4f0f866ee6f", "status": "success", "check": "OK", "buildurl": "https://github.com/r-universe/bfast2/actions/runs/25661409460" }, { "r": "4.7.0", "os": "linux", "version": "1.5-4-1.0.2-9999", "date": "2026-05-11T09:24:36.000Z", "distro": "noble", "arch": "x86_64", "commit": "ce43aedbcb4cfd35df0b1b6c4d4e911e5c1ccf92", "fileid": "1d71d95eb04a2a0221b7d9d46d9203008a62563dcf10b1286cbe00a97dacb3dd", "status": "success", "check": "OK", "buildurl": "https://github.com/r-universe/bfast2/actions/runs/25661409460" }, { "r": "4.6.0", "os": "linux", "version": "1.5-4-1.0.2-9999", "date": "2026-05-11T09:24:46.000Z", "distro": "noble", "arch": "aarch64", "commit": "ce43aedbcb4cfd35df0b1b6c4d4e911e5c1ccf92", "fileid": "3fa648d5b60e08fb35a69efad80db5842a44f1d20b5807c6f045c9ddeb540ee9", "status": "success", "check": "OK", "buildurl": "https://github.com/r-universe/bfast2/actions/runs/25661409460" }, { "r": "4.6.0", "os": "linux", "version": "1.5-4-1.0.2-9999", "date": "2026-05-11T09:24:56.000Z", "distro": "noble", "arch": "x86_64", "commit": "ce43aedbcb4cfd35df0b1b6c4d4e911e5c1ccf92", "fileid": "bdc25f5f16065a4532747b5d16cb6f613cf746905158a27f847ad240ff21fbde", "status": "success", "check": "OK", "buildurl": "https://github.com/r-universe/bfast2/actions/runs/25661409460" }, { "r": "4.5.3", "os": "mac", "version": "1.5-4-1.0.2-9999", "date": "2026-05-11T09:25:24.000Z", "arch": "aarch64", "commit": "ce43aedbcb4cfd35df0b1b6c4d4e911e5c1ccf92", "fileid": "f1c21ffab6c54de52ccfa3047cecbd0074d9b08d8cb9ca2c45a121b2c531188d", "status": "success", "check": "OK", "buildurl": "https://github.com/r-universe/bfast2/actions/runs/25661409460" }, { "r": "4.5.3", "os": "mac", "version": "1.5-4-1.0.2-9999", "date": "2026-05-11T09:26:13.000Z", "arch": "x86_64", "commit": "ce43aedbcb4cfd35df0b1b6c4d4e911e5c1ccf92", "fileid": "62e7c6365b58e1fe52b4062f598eddf9637e6439447342de72d63027492abf42", "status": "success", "check": "OK", "buildurl": "https://github.com/r-universe/bfast2/actions/runs/25661409460" }, { "r": "4.6.0", "os": "mac", "version": "1.5-4-1.0.2-9999", "date": "2026-05-11T09:24:33.000Z", "arch": "aarch64", "commit": "ce43aedbcb4cfd35df0b1b6c4d4e911e5c1ccf92", "fileid": "eb675e4fb15e5010372495933d8ac60b682ce5da53cbfcd15bf6eebd5f386ea2", "status": "success", "check": "OK", "buildurl": "https://github.com/r-universe/bfast2/actions/runs/25661409460" }, { "r": "4.6.0", "os": "mac", "version": "1.5-4-1.0.2-9999", "date": "2026-05-11T09:28:03.000Z", "arch": "x86_64", "commit": "ce43aedbcb4cfd35df0b1b6c4d4e911e5c1ccf92", "fileid": "6266ad04a17913b734472dcbffbfbd4058cb2e0c2d16933a227e650fffd9a84b", "status": "success", "check": "OK", "buildurl": "https://github.com/r-universe/bfast2/actions/runs/25661409460" }, { "r": "4.7.0", "os": "win", "version": "1.5-4-1.0.2-9999", "date": "2026-05-11T09:24:08.000Z", "arch": "x86_64", "commit": "ce43aedbcb4cfd35df0b1b6c4d4e911e5c1ccf92", "fileid": "93c2cbb31e03530aab64b734539f2545d143c807a5148e300d4e426d2a778db7", "status": "success", "check": "OK", "buildurl": "https://github.com/r-universe/bfast2/actions/runs/25661409460" }, { "r": "4.5.3", "os": "win", "version": "1.5-4-1.0.2-9999", "date": "2026-05-11T09:24:15.000Z", "arch": "x86_64", "commit": "ce43aedbcb4cfd35df0b1b6c4d4e911e5c1ccf92", "fileid": "67fc907411bd2e147912a7ba44c720385acad634622e7e7eb3de8426c45108e9", "status": "success", "check": "OK", "buildurl": "https://github.com/r-universe/bfast2/actions/runs/25661409460" }, { "r": "4.6.0", "os": "win", "version": "1.5-4-1.0.2-9999", "date": "2026-05-11T09:23:51.000Z", "arch": "x86_64", "commit": "ce43aedbcb4cfd35df0b1b6c4d4e911e5c1ccf92", "fileid": "db36807d257c3993fa0355646aeac6cfa1d18d4ccdabedbe8965927baa521960", "status": "success", "check": "OK", "buildurl": "https://github.com/r-universe/bfast2/actions/runs/25661409460" }, { "r": "4.6.0", "os": "wasm", "version": "1.5-4-1.0.2-9999", "date": "2026-05-22T11:28:20.000Z", "arch": "emscripten", "commit": "ce43aedbcb4cfd35df0b1b6c4d4e911e5c1ccf92", "fileid": "f39a33ad04a8441a0cf3fcca522cef6ee4254d706e1a6a0c816d822ae5dd0733", "status": "success", "buildurl": "https://github.com/r-universe/bfast2/actions/runs/25661409460" } ] }