NEWS.md

In QR.break: Structural Breaks in Quantile Regression

QR.break (version 1.0.2)

• Minor improvements to output: additional estimation results are now properly saved and returned by rq.break()
• Small updates to documentation for clarity

QR.break (version 1.0.1)

• Initial CRAN release
• Implemented methods for structural break detection in linear quantile regression based on:
• Qu, Z. (2008). Testing for structural Change in Regression Quantiles. Journal of Econometrics, 146(1), 170-184.

• Oka, T., & Qu, Z. (2011). Estimating Structural Changes in Regression Quantiles. Journal of Econometrics, 162(2), 248-267.

• Core functionality includes:

• Detection of structural breaks in quantile regression models
• Determination of optimal number of breaks
• Estimation of break point locations
• Support for both single and multiple quantile analysis
• Compatibility with time series and repeated cross-sectional data

QR.break documentation built on June 8, 2025, 1:53 p.m.