{ "_id": "6a1ee523b401979e734112b3", "Package": "QR.break", "Title": "Structural Breaks in Quantile Regression", "Version": "1.0.2", "Authors@R": "c(\nperson(\"Zhongjun\", \"Qu\", , \"qu@bu.edu\", role = c(\"aut\", \"cre\")),\nperson(\"Tatsushi\", \"Oka\", , \"oka.econ@gmail.com\", role = \"aut\"),\nperson(\"Samuel\", \"Messer\", , \"snmesser@bu.edu\", role = \"ctb\")\n)", "Maintainer": "Zhongjun Qu ", "Description": "Methods for detecting structural breaks, determining the\nnumber of breaks, and estimating break locations in linear\nquantile regression, using one or multiple quantiles, based on\nQu (2008) and Oka and Qu (2011). Applicable to both time\nseries and repeated cross-sectional data. The main function is\nrq.break().\n.\nReferences for detailed theoretical and empirical explanations:\n.\n(1) Qu, Z. (2008). \"Testing for Structural Change in Regression\nQuantiles.\" Journal of Econometrics, 146(1), 170-184\n\n.\n(2) Oka, T., and Qu, Z. (2011). \"Estimating Structural Changes in\nRegression Quantiles.\" Journal of Econometrics, 162(2),\n248-267 .", "License": "GPL (>= 3)", "Encoding": "UTF-8", "NeedsCompilation": "no", "RoxygenNote": "7.3.2", "LazyData": "true", "Packaged": { "Date": "2026-05-20 06:05:37 UTC", "User": "root" }, "Author": "Zhongjun Qu [aut, cre], Tatsushi Oka [aut], Samuel Messer [ctb]", "Repository": "https://zhongjun-qu.r-universe.dev", "Date/Publication": "2025-04-23 18:44:55 UTC", "RemoteUrl": "https://github.com/cran/QR.break", "RemoteRef": "HEAD", "RemoteSha": "c01005bb25b240748b1461b7d6c3c34e95f8f798", "MD5sum": "e70fd1f58a9d29ba9d7e7b4dea8885c5", "_user": "zhongjun-qu", "_type": "src", "_file": "QR.break_1.0.2.tar.gz", "_fileid": "b2c9c1d212c101eea8b8de0772b2569227c0877f938ddebfa0b266adda92857d", "_filesize": 235028, "_sha256": "b2c9c1d212c101eea8b8de0772b2569227c0877f938ddebfa0b266adda92857d", "_created": "2026-05-20T06:05:37.000Z", "_published": "2026-06-02T14:13:55.918Z", "_distro": "noble", 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