R: Estimation and Inference for Structural Breaks in Linear Regression Models

# Estimation and Inference for Structural Breaks in Linear Regression Models

## Documentation for package ‘mbreaks’ version 1.0.1

- DESCRIPTION file
- User guides, package vignettes and other documentation
- Package README

## Help Pages

compile_model | Format output of n break model
compile_sbtests | Compile the Output of Sup Wald Test
compile_seqtests | Compile the output of sequential Sup Wald test
correct | Heteroskedasticy and autocorrelation consistency correction for residuals
dating | Computation of global minimizer for pure structural change model
diag_par | Diagonal partition given break dates
dofix | Estimate a model with pre-specified number of breaks
doglob | Global SSR minimizer for structural change model
doorder | Estimating number of breaks via information criterion
dorepart | Estimating number of breaks using repartition procedure
doseqtests | Sequential Sup F tests
dosequa | Estimating number of breaks using sequential tests
dotest | SupF, UDMax & WDMax testing procedure
estim | Structural change model estimation
interval | Estimatd break confidence interval
mdl | Comprehensive structural change estimation and testing
nkpc | New Keynesian Phillips curve data
nldat | Computation of global minimizer for partial structural change model
pftest | SupF test for 0 vs i breaks
plambda | Construct diagonal matrix according to break date
plot_model | Plot structural change model
print.mdl | Print information of 'mbreaks' comprehensive procedure
print.model | Summary output of a structural breaks 'model'
print.sbtests | Print Sup F and UDMax tests
print.seqtests | Print sequential SupF tests
psigmq | Construct diagonal matrix of estimated variance
real | World Health Organization TB data
spflp1 | SupF(l+1|l) test