Changes in version 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

                 Changes in version 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