sc.beta.sup

sc.beta.ave

sc.beta.exp

sc.me

sc.meanL2

sc.maxL2

pvalue.efp

pvalue.Fstats

monitorMECritval

monitorMECritvalData

monitorMECritvalTable

monitorRECritval

monitorRECritvalData

monitorRECritvalTable

pargmaxV

<p>These are not to be called by the user.</p>

internal

strucchange.internal

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.

Achim Zeileis

strucchange

Testing, Monitoring, and Dating Structural Changes

Friedrich Leisch

Kurt Hornik

Christian Kleiber

Bruce Hansen

Nikolaus Umlauf

strucchange.internal function

Internal strucchange objects — strucchange.internal

Internal strucchange objects

strucchange.internal: Internal strucchange objects

Description

Arguments