[R] CUSUM SQUARED structural breaks approach?

[Rick Ram]

Dear all,

Does anyone know where there is R or S code for the CUSUM SQUARED
structural breaks approach?   (Brown, Durban and Evans, 1975 - used in
Pesaran and Timmerman, 2002)

The problem is that the breaks package only appears to offer the
standard 'unsquared' CUSUM, even though it appears most think it is
inferior to the squared version.  It might appear to be a relatively
simple problem - just use the recursive residuals function, square
them and then take the cumulative sum.  But the problem is that the
normalisation and calculation of confidence levels is completely
different.

Any help or pointers about where to look would be more than
appreciated!  Hopefully I have just missed obvious something in the
package...

Many thanks,

Rick R.