R: Structural Breaks in Quantile Regression

# Structural Breaks in Quantile Regression

## Documentation for package ‘QR.break’ version 1.0.2

- DESCRIPTION file
- Package NEWS
- Package README

## Help Pages

brdate | Estimating Break Dates in a Quantile Regression
ci.date.m | Confidence Intervals for Break Dates
dq | Sequential Determination of the Number of Breaks Using the DQ Test
dq.test.0vs1 | Test for the Presence of a Break within a Range of Quantiles
dq.test.lvsl_1 | Sequential Test for Additional Breaks within a Range of Quantiles
driver | The Dataset for Young Drivers
gdp | US Real GDP Growth Data
gen.long | Dynamic Programming Algorithm
res.surface | Compute Critical Values for the DQ test using a Response Surface
rq.break | Testing for Breaks and Estimating Break Dates and Sizes with Confidence Intervals
rq.est.full | Estimating Break Sizes and Confidence Intervals Given Break Dates
rq.est.regime | Regime-Specific Coefficients and Confidence Intervals Given Break Dates
sq | Determine the Number of Breaks Using the SQ(l|l+1) Test
sq.test.0vs1 | Test for a Structural Break in a Conditional Quantile
sq.test.lvsl_1 | Sequential Test for an Additional Break in a Conditional Quantile