Package: sysbreak
Title: Structural Breaks in a System of Equations
Version: 1.1.0
Authors@R: c(
    person("Zhongjun", "Qu", , "qu@bu.edu", role = c("aut", "cre")),
    person("Cheolju", "Kim", , "cheolju@bu.edu", role = "aut"),
    person("Pierre", "Perron", role = "aut")
  )
Maintainer: Zhongjun Qu <qu@bu.edu>
Description: Methods for detecting, estimating, and conducting inference
    on multiple structural breaks in a linear system of equations, such as
    multivariate linear regressions, seemingly unrelated regressions,
    vector autoregressions, and network vector autoregressions. Breaks can
    occur in the regression coefficients, the covariance matrix of the
    errors, or both, and can be restricted to a subset of the
    coefficients. The main function, sysbreak(), returns the number of
    breaks detected and confidence intervals for the break dates and for
    the regression coefficients. A separate function ordbreak() estimates
    ordered breaks, in which a break in one subset of equations occurs
    before a break in another. Specialized functions for vector
    autoregressions varbreak() and network vector autoregressions
    netbreak() are also provided. Reference: Qu, Z., and Perron, P.
    (2007). 'Estimating and Testing Structural Changes in Multivariate
    Regressions.' Econometrica, 75(2), 459-502.
License: GPL (>= 3)
Depends: R (>= 4.3.0)
Suggests: knitr, rmarkdown, testthat (>= 3.0.0)
VignetteBuilder: knitr
Encoding: UTF-8
NeedsCompilation: no
RoxygenNote: 7.3.2
Imports: graphics, grDevices, MASS, stats, utils
Config/testthat/edition: 3
LazyData: true
Packaged: 2026-10-20 19:49:01 UTC; qu
Author: Zhongjun Qu [aut, cre],
  Cheolju Kim [aut],
  Pierre Perron [aut]
Repository: CRAN
Date/Publication: 2026-10-31 11:40:02 UTC
