Package: rbreak
Title: Restricted Structural Change Models
Version: 1.0.7
Authors@R: c(
    person("Zhongjun", "Qu", , "qu@bu.edu", role = c("aut", "cre")),
    person("Cheolju", "Kim", , "cheolju@bu.edu", role = "aut")
  )
Maintainer: Zhongjun Qu <qu@bu.edu>
Description: Methods for detecting structural breaks and estimating break
    locations for linear multiple regression models under general linear
    restrictions on the coefficient vector. Restrictions can be within
    regimes, across regimes, or both, and are supported in two forms: an
    affine parameterization (Form A: delta = S*theta + s) and explicit
    linear constraints (Form B: R*delta = r). Provides break date
    estimation with confidence intervals, a restricted sup-F test for the
    null of no structural change, simulation of critical values by Monte
    Carlo, and a bootstrap restart procedure to reduce the risk of
    convergence to spurious local optima. Also implements a generalized
    regression tree (linear model tree) procedure where each leaf contains
    a linear regression model rather than a local average. Reference:
    Perron, P., and Qu, Z. (2006). 'Estimating Restricted Structural
    Change Models.' Journal of Econometrics, 134(2), 373-399.
    <doi:10.1016/j.jeconom.2005.06.030>.
License: GPL (>= 3)
Depends: R (>= 4.3.0)
Suggests: knitr, parallel, pbapply, rmarkdown
VignetteBuilder: knitr
Encoding: UTF-8
NeedsCompilation: no
RoxygenNote: 7.3.2
Imports: MASS, stats
LazyData: true
Packaged: 2026-03-23 21:28:45 UTC; qu
Author: Zhongjun Qu [aut, cre],
  Cheolju Kim [aut]
Repository: CRAN
Date/Publication: 2026-03-27 10:20:03 UTC
Built: R 4.6.0; ; 2026-04-27 01:13:47 UTC; unix
