NEWS
rbreak 1.0.3
- Adds parallel processing for critical value simulation (rcv_parallel, rcv2_parallel)
- Adds compute_ftest_brbp function for F-test with BRBP estimated break dates
- Corrects variance-covariance formula in Form A (estco, pftest, compute_ftest_brbp)
rbreak 1.0.2
- Adds example for form A and modified est.R, estco.R, and rcv.R
rbreak 1.0.1
- Adds Bootstrap Restarting Break Point (BRBP) algorithm to avoid local minima
rbreak 1.0.0
- Implements restricted structural change models based on Perron and Qu (2006)