mbreaks: 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" <doi:10.2307/2998540>.

Version: 1.0.0
Depends: R (≥ 3.3)
Imports: ggplot2
Suggests: knitr, rmarkdown, graphics, testthat
Published: 2023-01-23
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


Package source: mbreaks_1.0.0.tar.gz
Windows binaries: r-devel: mbreaks_1.0.0.zip, r-release: mbreaks_1.0.0.zip, r-oldrel: mbreaks_1.0.0.zip
macOS binaries: r-release (arm64): mbreaks_1.0.0.tgz, r-oldrel (arm64): mbreaks_1.0.0.tgz, r-release (x86_64): mbreaks_1.0.0.tgz, r-oldrel (x86_64): mbreaks_1.0.0.tgz


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