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GNU R package for structural change regression estimation

This package functions for testing, dating and monitoring of structural change in linear regression relationships. The strucchange package features tests/methods from the generalized fluctuation test framework as well as from the F test (Chow test) framework. This includes methods to fit, plot and test fluctuation processes (e.g., CUSUM, MOSUM, recursive/moving estimates) and F statistics, respectively. It is possible to monitor incoming data online using fluctuation processes.

Finally, the breakpoints in regression models with structural changes can be estimated together with confidence intervals. Emphasis is always given to methods for visualizing the data.

Package version:1.4-7-1


Changes in Version 1.4-7

  o plotProcess() function in "efpFunctional" objects now takes a
    boundary = TRUE argument by default which can be set to FALSE to
    suppress plotting of the boundary function.
  o Added a check (and a more intelligible warning) in the "formula"
    method of breakpoints() whether the 'breaks' argument supplied by
    the user is too large.

Changes in Version


strucchange (1.4-7-1) unstable; urgency=low

  * New upstream release

  * debian/control: Set Build-Depends: to current R version
  * debian/control: Change Depends to ${R:Depends}
  * debian/control: Set Standards-Version: to current version 

 -- Dirk Eddelbuettel <>  Thu, 31 May 2012 06:38:44 -0500

strucchange (1.4-6-1) unstable; urgency=low

  * New upstream release

 -- Dirk E


This is the Debian GNU/Linux r-cran-strucchange package of
strucchange, a package for estimating structural change in regression
models. Strucchange was written by Achim Zeileis, Friedrich Leisch,
Bruce Hansen, Kurt Hornik, Christian Kleiber, Andrea Peters, and is
maintained by Achim Zeileis <>.

This package was created by Dirk Eddelbuettel <>.
The sources

Browse inside r-cran-strucchange_1.4-7-1_all.deb

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