Package: QR.break
Title: Structural Breaks in Quantile Regression
Version: 1.0.3
Authors@R: c(
    person("Zhongjun", "Qu", , "qu@bu.edu", role = c("aut", "cre")),
    person("Tatsushi", "Oka", , "oka.econ@gmail.com", role = "aut"),
    person("Samuel", "Messer", , "snmesser@bu.edu", role = "ctb")
  )
Maintainer: Zhongjun Qu <qu@bu.edu>
Description: Methods for detecting structural breaks, determining the
    number of breaks, and estimating break locations in linear quantile
    regression, using one or multiple quantiles, based on Qu (2008) and
    Oka and Qu (2011).  Applicable to both time series and repeated
    cross-sectional data. The main function is rq.break().
 .
           References for detailed theoretical and empirical explanations:
 .
           (1) Qu, Z. (2008).  "Testing for Structural Change in Regression
    Quantiles."  Journal of Econometrics, 146(1), 170-184
    <doi:10.1016/j.jeconom.2008.08.006>
 .
           (2) Oka, T., and Qu, Z. (2011).  "Estimating Structural Changes in
    Regression Quantiles."  Journal of Econometrics, 162(2), 248-267
    <doi:10.1016/j.jeconom.2011.01.005>.
License: GPL (>= 3)
Depends: R (>= 4.3.0)
Encoding: UTF-8
NeedsCompilation: no
RoxygenNote: 7.3.2
Imports: quantreg
Suggests: knitr, rmarkdown, SparseM
VignetteBuilder: knitr
LazyData: true
Packaged: 2026-07-29 18:23:09 UTC; zquem
Author: Zhongjun Qu [aut, cre],
  Tatsushi Oka [aut],
  Samuel Messer [ctb]
Repository: CRAN
Date/Publication: 2026-07-29 19:00:02 UTC
Built: R 4.6.1; ; 2026-07-29 23:03:55 UTC; unix
