strucchange
1.6-0Testing, 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.
Install
Health
- OK2026-08-1213 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
- NOTE2026-06-080 OK · 13 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
- ERROR2026-06-070 OK · 12 NOTE · 0 WARNING · 1 ERROR · 0 FAILURE
- NOTE2026-03-270 OK · 14 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
- ERROR2026-03-250 OK · 13 NOTE · 0 WARNING · 1 ERROR · 0 FAILURE
Show 1 earlier snapshots
- NOTE2026-03-100 OK · 14 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
Documentation
- Examples that run
- 100%
- Documented parameters
- 83%
- Return-value docs
- 81%
- References docs
- 66%
Downloads
Repository
Repository practices
Repository codeberg.org/zeileis/strucchange is linked, but repository-practices checks have not run for it yet. Checks are GitHub-only for now.
Dependencies
and 5 more packages.
Code & Tests
Datasets
People & History
47 releases. Pick two to compare their code metrics. R releases are shown for context.
- 1.6-0Latest
- RR 4.6.0 released · 2026-04-24
- RR 4.5.0 released · 2025-04-11
- 1.5-42024-09-02 · diff ↗
- RR 4.4.0 released · 2024-04-24
- RR 4.3.0 released · 2023-04-21
- 1.5-32022-06-15 · diff ↗
- RR 4.2.0 released · 2022-04-22
- RR 4.1.0 released · 2021-05-18
- RR 4.0.0 released · 2020-04-24
- 1.5-22019-10-12 · diff ↗
- RR 3.6.0 released · 2019-04-26
- RR 3.5.0 released · 2018-04-23
- RR 3.4.0 released · 2017-04-21
- RR 3.3.0 released · 2016-05-03
- 1.5-12015-06-06 · diff ↗
Show 66 earlier events
- RR 3.2.0 released · 2015-04-16
- RR 3.1.0 released · 2014-04-10
- 1.5-02013-10-29 · diff ↗
- RR 3.0.0 released · 2013-04-03
- 1.4-72012-05-31 · diff ↗
- RR 2.15.0 released · 2012-03-30
- RR 2.14.0 released · 2011-10-31
- 1.4-62011-08-11 · diff ↗
- 1.4-52011-07-25 · diff ↗
- 1.4-42011-05-13 · diff ↗
- RR 2.13.0 released · 2011-04-13
- 1.4-32010-12-14 · diff ↗
- RR 2.12.0 released · 2010-10-15
- 1.4-22010-10-08 · diff ↗
- 1.4-12010-07-28 · diff ↗
- RR 2.11.0 released · 2010-04-22
- 1.4-02010-02-16 · diff ↗
- RR 2.10.0 released · 2009-10-26
- RR 2.9.0 released · 2009-04-17
- 1.3-72009-02-17 · diff ↗
- 1.3-62009-02-05 · diff ↗
- 1.3-52008-12-09 · diff ↗
- RR 2.8.0 released · 2008-10-20
- 1.3-42008-10-04 · diff ↗
- 1.3-32008-04-23 · diff ↗
- RR 2.7.0 released · 2008-04-22
- RR 2.6.0 released · 2007-10-03
- RR 2.5.0 released · 2007-04-24
- 1.3-22007-04-14 · diff ↗
- 1.3-12006-10-03 · diff ↗
- RR 2.4.0 released · 2006-10-03
- 1.3-02006-08-12 · diff ↗
- 1.2-132006-05-24 · diff ↗
- RR 2.3.0 released · 2006-04-24
- 1.2-122006-01-19 · diff ↗
- RR 2.2.0 released · 2005-10-06
- 1.2-112005-09-08 · diff ↗
- 1.2-102005-04-27 · diff ↗
- RR 2.1.0 released · 2005-04-18
- 1.2-92005-04-06 · diff ↗
- 1.2-82005-01-21 · diff ↗
- 1.2-72004-11-09 · diff ↗
- 1.2-62004-11-03 · diff ↗
- RR 2.0.0 released · 2004-10-04
- 1.2-52004-09-29 · diff ↗
- 1.2-42004-08-11 · diff ↗
- 1.2-32004-06-24 · diff ↗
- RR 1.9.0 released · 2004-04-12
- 1.2-22004-02-25 · diff ↗
- 1.2-12004-02-20 · diff ↗
- 1.1-22004-01-06 · diff ↗
- 1.1-12003-11-24 · diff ↗
- RR 1.8.0 released · 2003-10-08
- 1.1-02003-07-18 · diff ↗
- RR 1.7.0 released · 2003-04-16
- 1.0-22003-02-19 · diff ↗
- 1.0-12003-01-22 · diff ↗
- 1.0-02002-10-28 · diff ↗
- RR 1.6.0 released · 2002-10-01
- 0.9-62002-05-10 · diff ↗
- RR 1.5.0 released · 2002-04-29
- 0.9-52001-12-20 · diff ↗
- 0.9-42001-12-19 · diff ↗
- 0.9-32001-07-17 · diff ↗
- 0.9-22001-06-28 · diff ↗
- 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
- Installed size
- not tracked yet
- With dependencies
- not tracked yet
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