Testing, Monitoring, and Dating Structural Changes: C++ Version
Overview
A fast implementation with additional experimental features for testing, monitoring and dating structural changes in (linear) regression models. 'strucchangeRcpp' 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. cumulative/moving sum, recursive/moving estimates) and F statistics, respectively. These methods are described in Zeileis et al. (2002) doi:10.18637/jss.v007.i02. Finally, the breakpoints in regression models with structural changes can be estimated together with confidence intervals, and their magnitude as well as the model fit can be evaluated using a variety of statistical measures.
- Switch from deprecated arma::is_finite to member .is_finite (thanks to eddelbuettel).
From NEWS in the release
Install
Health
NOTER code for possible problemsr-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
Found calls to structure() using deprecated special names: strucchangeRcpp/R/critvals-monitoring.R (.Dim: 2, .Dimnames: 2) strucchangeRcpp/R/critvals.R (.Dim: 3, .Dimnames: 3, .Names: 2) strucchangeRcpp/R/pvalue.Fstats.R (.Dim: 3, .Dimnames: 3) '.Dim' should be changed to 'dim'. '.Dimnames' should be changed to 'dimnames'. '.Names' should be changed to 'names'.
- NOTE8 OK, 5 NOTENow
- NOTE11 OK, 2 NOTE2026-07-16
- OK13 OK2026-05-02
- NOTE12 OK, 2 NOTE2026-04-22
- ERROR11 OK, 2 NOTE, 1 ERROR2026-04-18
- NOTE12 OK, 2 NOTE2026-03-27
Show 2 earlier changesHide 2 earlier changes
- ERROR11 OK, 2 NOTE, 1 ERROR2026-03-25
- NOTE12 OK, 2 NOTE2026-03-10
Documentation
- Help pages
- 40 (1 internal)
- Examples that run
- 100%37 run in a plain check
- Exported functions with examples
- 83%
- Documented parameters
- 82%
- Return-value docs
- 100%
- Help pages citing references
- 65%
Also includes 2 demo scripts (run with demo())
Downloads
Repository
- PRs merged (all time)
- 71%
- Median days to close, 50 most recently updated closed issues
- 373
- Median days to close, 50 most recently updated closed PRs
- 148
Stars over time
Forks over time
Releases over time
Issues over time
PRs over time
2 development-tooling and community-health practices detected across 1 family in the upstream repository
Checks run against github.com/bfast2/strucchangercpp on 2026-10-21.
The R CMD check workflow runs on Linux, macOS and Windows, and on R-devel
Dependencies
Installing strucchangeRcpp adds 4 packages (3 with compiled code, 4.9 MB of source tarballs). Heaviest: Rcpp 1.8 MB, sandwich 1.4 MB, RcppArmadillo 1.0 MB.
Code & Tests
Datasets
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Pick two releases to compare their code metrics.
- RR 4.6.0 released · 2026-04-24
- 1.5-4-1.0.1Latest
- RR 4.5.0 released · 2025-04-11
- 1.5-4-1.0.0
- RR 4.4.0 released · 2024-04-24
- RR 4.3.0 released · 2023-04-21
- RR 4.2.0 released · 2022-04-22
- 1.5-3-1.0.42021-11-26 · diff ↗
- 1.5-3-1.0.32021-05-26 · diff ↗
- RR 4.1.0 released · 2021-05-18
- unarchivedReturned to CRAN2021-04-08
- 1.5-3-1.0.22021-04-08 · diff ↗
- archivedRemoved from CRAN2021-04-07check problems were not corrected in time
- 1.5-3-1.0.12021-03-28 · diff ↗
- 1.5-3-1.0.02021-03-24
- RR 4.0.0 released · 2020-04-24
Package metadata
- First published
- 2021-03-24
- Total releases
- 7 / 5 yrs
- License
- GPL-2 | GPL-3 OSI
- Minimum R
- ≥ 2.10.0
- Bundled data
- 128 KB / 10 files
- Download size
- 539 KB
Cite
Cite this package
Run in R for the authors' entry:
citation("strucchangeRcpp")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 v2026-10-25, which the citation names so these numbers can be found later. More on citing and the projects behind them.