# --------------------------------------------
# CITATION file created with {cffr} R package
# See also: https://docs.ropensci.org/cffr/
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cff-version: 1.2.0
message: 'To cite package "strucchangeRcpp" in publications use:'
type: software
license:
- GPL-2.0-only
- GPL-3.0-only
title: 'strucchangeRcpp: Testing, Monitoring, and Dating Structural Changes: C++ Version'
version: 1.5-4-1.0.0
doi: 10.18637/jss.v007.i02
identifiers:
- type: doi
  value: 10.32614/CRAN.package.strucchangeRcpp
abstract: A fast implementation with additional experimental features for testing,
  monitoring and dating structural changes in (linear) regression models. 'strucchangeRcpp'
  features tests/methods from the generalized fluctuation test framework as well as
  from the F test (Chow test) framework. This includes methods to fit, plot and test
  fluctuation processes (e.g. cumulative/moving sum, recursive/moving estimates) and
  F statistics, respectively. These methods are described in Zeileis et al. (2002)
  <https://doi.org/10.18637/jss.v007.i02>. Finally, the breakpoints in regression
  models with structural changes can be estimated together with confidence intervals,
  and their magnitude as well as the model fit can be evaluated using a variety of
  statistical measures.
authors:
- family-names: Masiliunas
  given-names: Dainius
  email: pastas4@gmail.com
  orcid: https://orcid.org/0000-0001-5654-1277
- family-names: Zeileis
  given-names: Achim
  email: Achim.Zeileis@R-project.org
  orcid: https://orcid.org/0000-0003-0918-3766
- family-names: Appel
  given-names: Marius
  email: marius.appel@uni-muenster.de
- family-names: Leisch
  given-names: Friedrich
  email: Friedrich.Leisch@R-project.org
- family-names: Hornik
  given-names: Kurt
  email: Kurt.Hornik@R-project.org
- family-names: Kleiber
  given-names: Christian
  email: Christian.Kleiber@unibas.ch
preferred-citation:
  type: article
  title: 'strucchange: An R Package for Testing for Structural Change in Linear Regression
    Models'
  authors:
  - family-names: Zeileis
    given-names: Achim
    email: Achim.Zeileis@R-project.org
    orcid: https://orcid.org/0000-0003-0918-3766
  - family-names: Leisch
    given-names: Friedrich
    email: Friedrich.Leisch@R-project.org
  - family-names: Hornik
    given-names: Kurt
    email: Kurt.Hornik@R-project.org
  - family-names: Kleiber
    given-names: Christian
    email: Christian.Kleiber@unibas.ch
  journal: Journal of Statistical Software
  year: '2002'
  volume: '7'
  issue: '2'
  doi: 10.18637/jss.v007.i02
  start: '1'
  end: '38'
repository: https://CRAN.R-project.org/package=strucchangeRcpp
repository-code: https://github.com/bfast2/strucchangeRcpp
url: https://github.com/bfast2/strucchangeRcpp/
date-released: '2024-10-17'
contact:
- family-names: Masiliunas
  given-names: Dainius
  email: pastas4@gmail.com
  orcid: https://orcid.org/0000-0001-5654-1277
references:
- type: article
  title: Testing and Dating of Structural Changes in Practice
  authors:
  - family-names: Zeileis
    given-names: Achim
  - family-names: Kleiber
    given-names: Christian
  - family-names: Kr\"amer
    given-names: Walter
  - family-names: Hornik
    given-names: Kurt
  journal: Computational Statistics \& Data Analysis
  year: '2003'
  volume: '44'
  issue: 1--2
  doi: 10.1016/S0167-9473(03)00030-6
  start: '109'
  end: '123'
- type: article
  title: 'Implementing a Class of Structural Change Tests: An Econometric Computing
    Approach'
  authors:
  - family-names: Zeileis
    given-names: Achim
  journal: Computational Statistics \& Data Analysis
  year: '2006'
  volume: '50'
  issue: '11'
  doi: 10.1016/j.csda.2005.07.001
  start: '2987'
  end: '3008'