bandw | Bandwidth calculation based on AR(1) approximation |
compile.Wtest | Summary output of Sup Wald test |
correct | Heteroskedasticy and autocorrelation consistency correction |
cvg | Critical values computation |
dating | Calculate optimal break points for linear dating procedure |
diag_par | Diagonal partition given break dates |
doglob | Global SSR minimizers procedure |
doorder | Order estimation procedure |
dorepart | Repartition procedure |
dosequa | Sequential procedure |
dospflp1 | SupF(l+1|l) test |
dotest | SupF, UDMax & WDMax testing procedure |
estim | Estimation procedure |
funcg | Calculate p-value |
getcv1 | SupF test Critical Values |
getcv2 | SupF(l+1|l) test Critical Values |
getdmax | Dmax test Critical Values |
interval | Break interval Function computes confidence intervals for the... |
jhatpr | Long-run covariance matrix computation |
kern | Evaluate quadratic kernel of x |
kron | Kronecker Tensor Product |
mdl | Robust structural change estimation |
model_estimation | Robust structural change estimation |
mpower | Function to calculate power of a matrix |
nldat | Non-linear dating procedure |
nssr | SSR computation |
OLS | OLS regression in matrix form |
onebp | Optimal one break partition in partial structural change... |
parti | Calculate optimal point for segment partition |
partione | Optimal one break partitions with sequential method |
pftest | SupF test for 0 vs i breaks |
plambda | Construct diagonal matrix according to break date |
plot.model | Plot model of estimated n breaks |
print.model | Summary output of a n breaks model |
print.Wtest | Summary output of Sup(l+1|l) test |
psigmq | Construct diagonal matrix of estimated variance |
pvdel | Covariance matrix of estimator delta construction |
rot90 | Rotate a matrix |
spflp1 | SupF(l+1|l) test |
ssr | Recursive SSR computation of a segment |
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