strucchange

Testing, Monitoring, and Dating Structural Changes

v1.5-4 · Sep 2, 2024 · GPL-2 | GPL-3

Description

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.

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Flavor	Status	Time
r-devel-linux-x86_64-debian-clang	NOTE	77.3s
r-devel-linux-x86_64-debian-gcc	NOTE	55.3s
r-devel-linux-x86_64-fedora-clang	NOTE	118s
r-devel-linux-x86_64-fedora-gcc	NOTE	135.3s
r-devel-macos-arm64	NOTE	26s
r-devel-windows-x86_64	NOTE	129s
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r-oldrel-macos-x86_64	NOTE	140s
r-oldrel-windows-x86_64	NOTE	141s
r-patched-linux-x86_64	NOTE	72.2s
r-release-linux-x86_64	NOTE	68.3s
r-release-macos-arm64	NOTE
r-release-macos-x86_64	NOTE	85s
r-release-windows-x86_64	NOTE	124s

Check details (14 non-OK)

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efpFunctional: multiple local function definitions for 'plotProcess'
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efpFunctional: multiple local function definitions for ‘plotProcess’
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efpFunctional: multiple local function definitions for ‘plotProcess’
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efpFunctional: multiple local function definitions for ‘plotProcess’
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efpFunctional: multiple local function definitions for ‘plotProcess’
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mefp.efp: multiple local function definitions for ‘computeEmpProc’ with
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R code for possible problems

efpFunctional: multiple local function definitions for 'plotProcess'
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mefp.efp: multiple local function definitions for 'computeEmpProc' with
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Check History

NOTE 0 OK · 14 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 27, 2026

NOTE r-devel-linux-x86_64-debian-clang

R code for possible problems

efpFunctional: multiple local function definitions for ‘plotProcess’
  with different formal arguments
mefp.efp: multiple local function definitions for ‘computeEmpProc’ with
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NOTE r-devel-linux-x86_64-debian-gcc

R code for possible problems

efpFunctional: multiple local function definitions for ‘plotProcess’
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efpFunctional: multiple local function definitions for ‘plotProcess’
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efpFunctional: multiple local function definitions for ‘plotProcess’
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efpFunctional: multiple local function definitions for ‘plotProcess’
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efpFunctional: multiple local function definitions for ‘plotProcess’
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efpFunctional: multiple local function definitions for 'plotProcess'
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ERROR 0 OK · 13 NOTE · 0 WARNING · 1 ERROR · 0 FAILURE Mar 24, 2026

NOTE r-devel-linux-x86_64-debian-clang

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efpFunctional: multiple local function definitions for ‘plotProcess’
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mefp.efp: multiple local function definitions for ‘computeEmpProc’ with
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ERROR r-devel-linux-x86_64-debian-gcc

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efpFunctional: multiple local function definitions for ‘plotProcess’
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efpFunctional: multiple local function definitions for ‘plotProcess’
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efpFunctional: multiple local function definitions for 'plotProcess'
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efpFunctional: multiple local function definitions for ‘plotProcess’
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efpFunctional: multiple local function definitions for ‘plotProcess’
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mefp.efp: multiple local function definitions for ‘computeEmpProc’ with
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efpFunctional: multiple local function definitions for ‘plotProcess’
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efpFunctional: multiple local function definitions for ‘plotProcess’
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efpFunctional: multiple local function definitions for 'plotProcess'
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efpFunctional: multiple local function definitions for ‘plotProcess’
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efpFunctional: multiple local function definitions for 'plotProcess'
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NOTE 0 OK · 14 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 10, 2026

NOTE r-devel-linux-x86_64-debian-clang

R code for possible problems

efpFunctional: multiple local function definitions for ‘plotProcess’
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mefp.efp: multiple local function definitions for ‘computeEmpProc’ with
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efpFunctional: multiple local function definitions for ‘plotProcess’
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mefp.efp: multiple local function definitions for ‘computeEmpProc’ with
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R code for possible problems

efpFunctional: multiple local function definitions for ‘plotProcess’
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mefp.efp: multiple local function definitions for ‘computeEmpProc’ with
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efpFunctional: multiple local function definitions for ‘plotProcess’
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R code for possible problems

efpFunctional: multiple local function definitions for ‘plotProcess’
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efpFunctional: multiple local function definitions for 'plotProcess'
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efpFunctional: multiple local function definitions for ‘plotProcess’
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R code for possible problems

efpFunctional: multiple local function definitions for ‘plotProcess’
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mefp.efp: multiple local function definitions for ‘computeEmpProc’ with
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R code for possible problems

efpFunctional: multiple local function definitions for ‘plotProcess’
  with different formal arguments
mefp.efp: multiple local function definitions for ‘computeEmpProc’ with
  different formal arguments

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R code for possible problems

efpFunctional: multiple local function definitions for ‘plotProcess’
  with different formal arguments
mefp.efp: multiple local function definitions for ‘computeEmpProc’ with
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NOTE r-release-windows-x86_64

R code for possible problems

efpFunctional: multiple local function definitions for 'plotProcess'
  with different formal arguments
mefp.efp: multiple local function definitions for 'computeEmpProc' with
  different formal arguments

NOTE r-oldrel-macos-arm64

R code for possible problems

efpFunctional: multiple local function definitions for ‘plotProcess’
  with different formal arguments
mefp.efp: multiple local function definitions for ‘computeEmpProc’ with
  different formal arguments

NOTE r-oldrel-macos-x86_64

R code for possible problems

efpFunctional: multiple local function definitions for ‘plotProcess’
  with different formal arguments
mefp.efp: multiple local function definitions for ‘computeEmpProc’ with
  different formal arguments

NOTE r-oldrel-windows-x86_64

R code for possible problems

efpFunctional: multiple local function definitions for 'plotProcess'
  with different formal arguments
mefp.efp: multiple local function definitions for 'computeEmpProc' with
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Reverse Dependencies (47)

depends

fxregime party swash vars

Dependency Network

Version History

new 1.5-4 Mar 10, 2026

updated 1.5-4 ← 1.5-3 diff Sep 1, 2024

updated 1.5-3 ← 1.5-2 diff Jun 14, 2022

updated 1.5-2 ← 1.5-1 diff Oct 11, 2019

updated 1.5-1 ← 1.5-0 diff Jun 5, 2015

updated 1.5-0 ← 1.4-7 diff Oct 28, 2013

updated 1.4-7 ← 1.4-6 diff May 30, 2012

updated 1.4-6 ← 1.4-5 diff Aug 10, 2011

updated 1.4-5 ← 1.4-4 diff Jul 24, 2011

updated 1.4-4 ← 1.4-3 diff May 12, 2011

updated 1.4-3 ← 1.4-2 diff Dec 13, 2010

updated 1.4-2 ← 1.4-1 diff Oct 7, 2010

updated 1.4-1 ← 1.4-0 diff Jul 27, 2010

updated 1.4-0 ← 1.3-7 diff Feb 15, 2010

updated 1.3-7 ← 1.3-6 diff Feb 16, 2009

updated 1.3-6 ← 1.3-5 diff Feb 4, 2009

updated 1.3-5 ← 1.3-4 diff Dec 8, 2008

updated 1.3-4 ← 1.3-3 diff Oct 3, 2008

updated 1.3-3 ← 1.3-2 diff Apr 22, 2008

updated 1.3-2 ← 1.3-1 diff Apr 13, 2007

Maintainer

Achim Zeileis

Dependencies

Depends

R (>= 2.10.0) zoo sandwich

Imports

graphics stats utils

Suggests

stats4 car dynlm e1071 foreach lmtest mvtnorm tseries

Compilation

Needs compilation

First Published

May 16, 2001

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strucchange

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Reverse Dependencies (47)

depends

imports

suggests

Dependency Network

Version History