multibreakeR: Tests for a Structural Change in Multivariate Time Series

Flexible implementation of a structural change point detection algorithm for multivariate time series. It authorizes inclusion of trends, exogenous variables, and break test on the intercept or on the full vector autoregression system. Bai, Lumsdaine, and Stock (1998) <doi:10.1111/1467-937X.00051>.

Version: 0.1.0
Depends: R (≥ 3.5.0)
Imports: dplyr, ggplot2, reshape2, rlang (≥ 0.4.11), scales, stats
Suggests: knitr, rmarkdown, roxygen2, testthat (≥ 3.0.0)
Published: 2023-05-24
DOI: 10.32614/CRAN.package.multibreakeR
Author: Loic Marechal [cre, aut]
Maintainer: Loic Marechal <loic.marechal at>
License: GPL-2 | GPL-3 [expanded from: GPL]
NeedsCompilation: no
Language: en-US
Materials: README NEWS
CRAN checks: multibreakeR results


Reference manual: multibreakeR.pdf
Vignettes: multibreakeR


Package source: multibreakeR_0.1.0.tar.gz
Windows binaries: r-devel:, r-release:, r-oldrel:
macOS binaries: r-release (arm64): multibreakeR_0.1.0.tgz, r-oldrel (arm64): multibreakeR_0.1.0.tgz, r-release (x86_64): multibreakeR_0.1.0.tgz, r-oldrel (x86_64): multibreakeR_0.1.0.tgz


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