Package: sysbreak
Title: Structural Breaks in a System of Equations
Version: 1.1.0
Authors@R: c(
    person("Zhongjun", "Qu", , "qu@bu.edu", role = c("aut", "cre")),
    person("Cheolju", "Kim", , "cheolju@bu.edu", role = "aut"),
    person("Pierre", "Perron", role = "aut")
  )
Maintainer: Zhongjun Qu <qu@bu.edu>
Description: Methods for detecting, estimating, and conducting
        inference on multiple structural breaks in a linear system of
        equations, such as multivariate linear regressions, seemingly
        unrelated regressions, vector autoregressions, and network
        vector autoregressions. Breaks can occur in the regression
        coefficients, the covariance matrix of the errors, or both, and
        can be restricted to a subset of the coefficients. The main
        function, sysbreak(), returns the number of breaks detected and
        confidence intervals for the break dates and for the regression
        coefficients. A separate function ordbreak() estimates ordered
        breaks, in which a break in one subset of equations occurs
        before a break in another. Specialized functions for vector
        autoregressions varbreak() and network vector autoregressions
        netbreak() are also provided. Reference: Qu, Z., and Perron, P.
        (2007). 'Estimating and Testing Structural Changes in
        Multivariate Regressions.' Econometrica, 75(2), 459-502.
License: GPL (>= 3)
Depends: R (>= 4.3.0)
Suggests: knitr, rmarkdown, testthat (>= 3.0.0)
VignetteBuilder: knitr
Encoding: UTF-8
NeedsCompilation: no
RoxygenNote: 7.3.2
Imports: graphics, grDevices, MASS, stats, utils
Config/testthat/edition: 3
LazyData: true
Packaged: 2026-10-31 18:58:54 UTC; root
Author: Zhongjun Qu [aut, cre], Cheolju Kim [aut], Pierre Perron [aut]
Repository: https://cran.r-universe.dev
Date/Publication: 2026-10-31 17:50:35 UTC
RemoteUrl: https://github.com/cran/sysbreak
RemoteRef: HEAD
RemoteSha: e3d2591fdee06ca256e6a4ed38b29c08f3e15613