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Methods for detecting structural breaks, determining the number of breaks, and estimating break locations in linear quantile regression, using one or multiple quantiles, based on Qu (2008) and Oka and Qu (2011). Applicable to both time series and repeated cross-sectional data. The main function is rq.break(). References for detailed theoretical and empirical explanations: (1) Qu, Z. (2008). Testing for Structural Change in Regression Quantiles. Journal of Econometrics, 146(1), 170-184 <doi:10.1016/j.jeconom.2008.08.006> (2) Oka, T., and Qu, Z. (2011). Estimating Structural Changes in Regression Quantiles. Journal of Econometrics, 162(2), 248-267 <doi:10.1016/j.jeconom.2011.01.005>.
| Version: | 1.0.1 |
| Depends: | R (≥ 4.3.0) |
| Imports: | quantreg |
| Suggests: | SparseM |
| Published: | 2025-04-07 |
| DOI: | 10.32614/CRAN.package.QR.break |
| Author: | Zhongjun Qu [aut, cre], Tatsushi Oka [aut], Samuel Messer [ctb] |
| Maintainer: | Zhongjun Qu <qu at bu.edu> |
| License: | GPL (≥ 3) |
| NeedsCompilation: | no |
| Materials: | README NEWS |
| CRAN checks: | QR.break results |
| Reference manual: | QR.break.pdf |
| Package source: | QR.break_1.0.1.tar.gz |
| Windows binaries: | r-devel: QR.break_1.0.1.zip, r-release: QR.break_1.0.1.zip, r-oldrel: QR.break_1.0.1.zip |
| macOS binaries: | r-devel (arm64): QR.break_1.0.1.tgz, r-release (arm64): QR.break_1.0.1.tgz, r-oldrel (arm64): QR.break_1.0.1.tgz, r-devel (x86_64): QR.break_1.0.1.tgz, r-release (x86_64): QR.break_1.0.1.tgz, r-oldrel (x86_64): QR.break_1.0.1.tgz |
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These binaries (installable software) and packages are in development.
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