Testing, Monitoring, and Dating Structural Changes
Overview
Testing, monitoring and dating structural changes in (linear) regression models. strucchange features tests/methods from the generalized fluctuation test framework as well as from the F test (Chow test) framework. This includes methods to fit, plot and test fluctuation processes (e.g., CUSUM, MOSUM, recursive/moving estimates) and F statistics, respectively. It is possible to monitor incoming data online using fluctuation processes. Finally, the breakpoints in regression models with structural changes can be estimated together with confidence intervals. Emphasis is always given to methods for visualizing the data.
- Code repository changed from R-Forge to Codeberg at: <https://codeberg.org/zeileis/strucchange/>
- Added altdoc page with overview and documentation at: <https://zeileis.codeberg.page/strucchange/>
- A new hands-on introduction to the package was written for the altdoc page which is also available as:
vignette("strucchange-seatbelt", package = "strucchange") - Fixed long-standing issue of multiple definitions of
computeEmpProc()withinmefp()with different arguments. Now all definitions have all of the arguments (set toNULLby default) and check that only the required arguments are specified. - Similarly the issue of multiple definitions of
plotProcess()with different arguments inefpFunctional()has been fixed. Now all arguments are the same and differences in the defaults are resolved within the different functions, also catching potentially erroneous specifications.
Show all changes in 1.6-0Hide the rest of the changes in 1.6-0
- Updated
structure()calls to usenames = ...instead of.Names = ...etc.
From NEWS.md in the release
Install
Health
NOTEfor differences from example reference outputr-devel-linux-x86_64-debian-clang, r-devel-linux-x86_64-debian-gcc, r-devel-linux-x86_64-fedora-clang, r-devel-linux-x86_64-fedora-gcc, r-devel-windows-x86_64
r-devel-linux-x86_64-debian-clang, r-devel-linux-x86_64-debian-gcc, r-devel-linux-x86_64-fedora-clang, r-devel-linux-x86_64-fedora-gcc
Comparing ‘strucchange-Ex.Rout’ to ‘strucchange-Ex.Rout.save’: 1767c1767 < Call: fit(formula = homicides ~ 1, family = ..2, data = data) --- > Call: fit(formula = ..1, family = ..2, data = data) 1856c1856 < Call: fit(formula = homicides ~ 1, family = ..2, data = data) --- > Call: fit(formula = ..1, family = ..2, data = data)
r-devel-windows-x86_64
Comparing 'strucchange-Ex.Rout' to 'strucchange-Ex.Rout.save': 1767c1767 < Call: fit(formula = homicides ~ 1, family = ..2, data = data) --- > Call: fit(formula = ..1, family = ..2, data = data) 1856c1856 < Call: fit(formula = homicides ~ 1, family = ..2, data = data) --- > Call: fit(formula = ..1, family = ..2, data = data)
- NOTE8 OK, 5 NOTENow
- NOTE12 OK, 1 NOTE2026-09-05
- OK13 OK2026-08-12
- NOTE13 NOTE2026-06-08
- ERROR12 NOTE, 1 ERROR2026-06-07
- NOTE14 NOTE2026-03-27
Show 2 earlier changesHide 2 earlier changes
- ERROR13 NOTE, 1 ERROR2026-03-25
- NOTE14 NOTE2026-03-10
Documentation
- Help pages
- 38 (1 internal)
- Examples that run
- 100%35 run in a plain check
- Exported functions with examples
- 81%
- Documented parameters
- 83%
- Return-value docs
- 81%
- Help pages citing references
- 66%
Also includes 2 demo scripts (run with demo())
Downloads
Repository
Repository codeberg.org/zeileis/strucchange is linked, but repository-practices checks have not run for it yet. Checks are GitHub-only for now.
Dependencies
Installing strucchange adds 2 packages (1 with compiled code, 2.1 MB of source tarballs). Heaviest: sandwich 1.4 MB, zoo 675 KB.
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Code & Tests
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People & History
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- 1.3-02006-08-12 · diff ↗ ·
added 42 exports
efp, gefp, Fstats, mefp, monitor, breakpoints, breakdates, breakfactor, efpFunctional, maxBM, maxBB, maxBMI, maxBBI, maxL2BB, meanL2BB, rangeBM, rangeBB, rangeBMI, rangeBBI, supLM, sctest, boundary, recresid, recresid.default, simulateBMDist, root.matrix, solveCrossprod, pvalue.efp, pvalue.Fstats, pargmaxV and 12 more - 1.2-132006-05-24 · diff ↗
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- 1.2-62004-11-03 · diff ↗
- RR 2.0.0 released · 2004-10-04
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- RR 1.9.0 released · 2004-04-12
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- 0.9-12001-05-17
Package metadata
- First published
- 2001-05-17
- Total releases
- 47 / 25 yrs
- License
- GPL-2 | GPL-3 OSI
- Minimum R
- ≥ 2.10.0
- Bundled data
- 128 KB / 10 files
- Download size
- 751 KB
Cite
Cite this package
Run in R for the authors' entry:
citation("strucchange")The package provides a citation file, so citation() returns the authors' own entry.
It points to 10.18637/jss.v007.i02, 10.1016/s0167-9473(03)00030-6, 10.1016/j.csda.2005.07.001.
Cite the R Observatory
For a number measured here: a download total, a coverage figure, an archival date.
From data release v2026-10-22, which the citation names so these numbers can be found later. More on citing and the projects behind them.