Testing, Monitoring, and Dating Structural Changes: C++ Version
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Documentation for package ‘strucchangeRcpp’ version 1.5-3-1.0.4
- DESCRIPTION file.
- User guides, package vignettes and other documentation.
- Code demos. Use demo() to run them.
- Package NEWS.
Help Pages
A B C D E F G H L M O P R S T U V
-- A --
| AIC.breakpointsfull | Log Likelihood and Information Criteria for Breakpoints |
-- B --
| BostonHomicide | Youth Homicides in Boston |
| boundary | Boundary Function for Structural Change Tests |
| boundary.efp | Boundary for Empirical Fluctuation Processes |
| boundary.Fstats | Boundary for F Statistics |
| boundary.mefp | Boundary Function for Monitoring of Structural Changes |
| breakdates | Breakdates Corresponding to Breakpoints |
| breakdates.breakpoints | Breakdates Corresponding to Breakpoints |
| breakdates.confint.breakpoints | Breakdates Corresponding to Breakpoints |
| breakfactor | Factor Coding of Segmentations |
| breakpoints | Dating Breaks |
| breakpoints.breakpointsfull | Dating Breaks |
| breakpoints.formula | Dating Breaks |
| breakpoints.Fstats | Dating Breaks |
| breakpoints.matrix | Dating Breaks |
-- C --
| catL2BB | Generators for efpFunctionals along Categorical Variables |
| coef.breakpointsfull | Dating Breaks |
| confint.breakpointsfull | Confidence Intervals for Breakpoints |
-- D --
| df.residual.breakpointsfull | Dating Breaks |
| DJIA | Dow Jones Industrial Average |
| durab | US Labor Productivity |
-- E --
| efp | Empirical Fluctuation Processes |
| efp.formula | Empirical Fluctuation Processes |
| efp.matrix | Empirical Fluctuation Processes |
| efpFunctional | Functionals for Fluctuation Processes |
-- F --
| fitted.breakpointsfull | Dating Breaks |
| Fstats | F Statistics |
-- G --
| gefp | Generalized Empirical M-Fluctuation Processes |
| GermanM1 | German M1 Money Demand |
| Grossarl | Marriages, Births and Deaths in Grossarl |
-- H --
| historyM1 | German M1 Money Demand |
-- L --
| lines.breakpoints | Dating Breaks |
| lines.confint.breakpoints | Confidence Intervals for Breakpoints |
| lines.efp | Plot Empirical Fluctuation Process |
| lines.Fstats | Plot F Statistics |
| lines.mefp | Plot Methods for mefp Objects |
| logLik.breakpoints | Log Likelihood and Information Criteria for Breakpoints |
| logLik.breakpointsfull | Log Likelihood and Information Criteria for Breakpoints |
| LWZ | Log Likelihood and Information Criteria for Breakpoints |
| LWZ.breakpoints | Log Likelihood and Information Criteria for Breakpoints |
| LWZ.breakpointsfull | Log Likelihood and Information Criteria for Breakpoints |
-- M --
| magnitude | Magnitudes of Breakpoints |
| magnitude.breakpointsfull | Magnitudes of Breakpoints |
| maxBB | Functionals for Fluctuation Processes |
| maxBBI | Functionals for Fluctuation Processes |
| maxBM | Functionals for Fluctuation Processes |
| maxBMI | Functionals for Fluctuation Processes |
| maxL2BB | Functionals for Fluctuation Processes |
| maxMOSUM | Generators for efpFunctionals along Continuous Variables |
| meanL2BB | Functionals for Fluctuation Processes |
| mefp | Monitoring of Empirical Fluctuation Processes |
| mefp.efp | Monitoring of Empirical Fluctuation Processes |
| mefp.formula | Monitoring of Empirical Fluctuation Processes |
| mefp.matrix | Monitoring of Empirical Fluctuation Processes |
| monitor | Monitoring of Empirical Fluctuation Processes |
| monitor.matrix | Monitoring of Empirical Fluctuation Processes |
| monitorM1 | German M1 Money Demand |
-- O --
| ordL2BB | Generators for efpFunctionals along Categorical Variables |
| ordwmax | Generators for efpFunctionals along Categorical Variables |
-- P --
| PhillipsCurve | UK Phillips Curve Equation Data |
| plot.breakpointsfull | Dating Breaks |
| plot.efp | Plot Empirical Fluctuation Process |
| plot.Fstats | Plot F Statistics |
| plot.gefp | Generalized Empirical M-Fluctuation Processes |
| plot.mefp | Plot Methods for mefp Objects |
| plot.summary.breakpointsfull | Dating Breaks |
| print.breakpoints | Dating Breaks |
| print.confint.breakpoints | Confidence Intervals for Breakpoints |
| print.efp | Empirical Fluctuation Processes |
| print.Fstats | F Statistics |
| print.gefp | Generalized Empirical M-Fluctuation Processes |
| print.mefp | Monitoring of Empirical Fluctuation Processes |
| print.summary.breakpointsfull | Dating Breaks |
-- R --
| rangeBB | Functionals for Fluctuation Processes |
| rangeBBI | Functionals for Fluctuation Processes |
| rangeBM | Functionals for Fluctuation Processes |
| rangeBMI | Functionals for Fluctuation Processes |
| RealInt | US Ex-post Real Interest Rate |
| recresid | Recursive Residuals |
| recresid.default | Recursive Residuals |
| recresid.formula | Recursive Residuals |
| recresid.lm | Recursive Residuals |
| residuals.breakpointsfull | Dating Breaks |
| root.matrix | Root of a Matrix |
| root.matrix.crossprod | Root of X^TX |
-- S --
| scPublications | Structural Change Publications |
| sctest | Structural Change Tests |
| sctest.default | Structural Change Tests in Parametric Models |
| sctest.efp | Generalized Fluctuation Tests |
| sctest.formula | Structural Change Tests in Linear Regression Models |
| sctest.Fstats | supF-, aveF- and expF-Test |
| sctest.gefp | Generalized Empirical M-Fluctuation Processes |
| simulateBMDist | Functionals for Fluctuation Processes |
| solveCrossprod | Inversion of X'X |
| SP2001 | S&P 500 Stock Prices |
| summary.breakpoints | Dating Breaks |
| summary.breakpointsfull | Dating Breaks |
| supLM | Generators for efpFunctionals along Continuous Variables |
-- T --
| time.gefp | Generalized Empirical M-Fluctuation Processes |
-- U --
| USIncExp | Income and Expenditures in the US |
-- V --
| vcov.breakpointsfull | Dating Breaks |