QR.break: Structural Breaks in Quantile Regression

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:	1.0.2
Depends:	R (≥ 4.3.0)
Imports:	quantreg
Suggests:	SparseM
Published:	2025-04-23
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

Documentation:

Reference manual:

QR.break.html , QR.break.pdf

Downloads:

Package source:	QR.break_1.0.2.tar.gz
Windows binaries:	r-devel: QR.break_1.0.2.zip, r-release: QR.break_1.0.2.zip, r-oldrel: QR.break_1.0.2.zip
macOS binaries:	r-release (arm64): QR.break_1.0.2.tgz, r-oldrel (arm64): QR.break_1.0.2.tgz, r-release (x86_64): QR.break_1.0.2.tgz, r-oldrel (x86_64): QR.break_1.0.2.tgz
Old sources:	QR.break archive

Linking:

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