diag_par: Diagonal partition given break dates

In mbreaks: Estimation and Inference for Structural Breaks in Linear Regression Models

Diagonal partition given break dates

Description

'diag_par()' partition the matrix of 'z' regressors which coefficients are changed based on the provided break dates

Usage

diag_par(input, m, date)

Arguments

input	matrix of independent variables z with coefficients allowed to change overtime
m	number of breaks in the series
date	vector of break dates

Value

output: matrix of partitioned variables corresponds to break dates

Examples

z = matrix(c(1:100),50,2)
m = 2  #2 breaks
date = matrix(c(15,30),2,1) #first break at t = 15; second break at t = 30
diag_par(z,m,date)

mbreaks documentation built on April 3, 2025, 7:38 p.m.