NEWS

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QR.break 1.0.2 (2025-04-23)

• Minor improvements to output: additional estimation results are now properly saved and returned by rq.break()
• Small updates to documentation for clarity

QR.break 1.0.1 (2025-04-07)

• Initial CRAN release

• Implemented methods for structural break detection in linear quantile regression based on:

  • Qu, Z. (2008). Testing for structural Change in Regression Quantiles. Journal of Econometrics, 146(1), 170-184.
  • Oka, T., & Qu, Z. (2011). Estimating Structural Changes in Regression Quantiles. Journal of Econometrics, 162(2), 248-267.

• Core functionality includes:

  • Detection of structural breaks in quantile regression models
  • Determination of optimal number of breaks
  • Estimation of break point locations
  • Support for both single and multiple quantile analysis
  • Compatibility with time series and repeated cross-sectional data