This repository is a fork of the R package strucchange [1]. A few modifications will try to improve computationally intensive functions such as recresid.default.


[1] Zeileis, A., Leisch, F., Hornik, K., & Kleiber, C. (2002). strucchange: An R Package for Testing for Structural Change in Linear Regression Models. Journal of Statistical Software, 7(2), 1 - 38. doi:

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strucchangeRcpp documentation built on May 26, 2021, 9:06 a.m.