Man pages for RoDivinity/BP2003
Structural break estimation and testing procedure

bandwBandwidth calculation based on AR(1) approximation
compile.WtestSummary output of Sup Wald test
correctHeteroskedasticy and autocorrelation consistency correction
cvgCritical values computation
datingCalculate optimal break points for linear dating procedure
diag_parDiagonal partition given break dates
doglobGlobal SSR minimizers procedure
doorderOrder estimation procedure
dorepartRepartition procedure
dosequaSequential procedure
dospflp1SupF(l+1|l) test
dotestSupF, UDMax & WDMax testing procedure
estimEstimation procedure
funcgCalculate p-value
getcv1SupF test Critical Values
getcv2SupF(l+1|l) test Critical Values
getdmaxDmax test Critical Values
intervalBreak interval Function computes confidence intervals for the...
jhatprLong-run covariance matrix computation
kernEvaluate quadratic kernel of x
kronKronecker Tensor Product
mdlRobust structural change estimation
model_estimationRobust structural change estimation
mpowerFunction to calculate power of a matrix
nldatNon-linear dating procedure
nssrSSR computation
OLSOLS regression in matrix form
onebpOptimal one break partition in partial structural change...
partiCalculate optimal point for segment partition
partioneOptimal one break partitions with sequential method
pftestSupF test for 0 vs i breaks
plambdaConstruct diagonal matrix according to break date
plot.modelPlot model of estimated n breaks
print.modelSummary output of a n breaks model
print.WtestSummary output of Sup(l+1|l) test
psigmqConstruct diagonal matrix of estimated variance
pvdelCovariance matrix of estimator delta construction
rot90Rotate a matrix
spflp1SupF(l+1|l) test
ssrRecursive SSR computation of a segment
RoDivinity/BP2003 documentation built on Oct. 9, 2022, 9:33 a.m.