rbreak (version 1.0.0)
- Implements restricted structural change models based on Perron and
Qu (2006)
rbreak (version 1.0.1)
- Adds Bootstrap Restarting Break Point (BRBP) algorithm to avoid
local minima
rbreak (version 1.0.2)
- Adds example for form A and modified est.R, estco.R, and rcv.R
rbreak (version 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)