[R] Strucchange: Breakpoint slow

Cand2d christophpp at gmail.com
Wed Jun 27 11:42:20 CEST 2012


Hi to all, 

I am trying to run breakpoints() on a fairly large sample (>10.000
observations). The process is very slow, any idea on how to speed this up? I
have tried the hpc="foreach" parameter, but this didn't work at all when I
tried to run it on a smaller sample. 

breakpoints(x ~ x.l1 + x.l2 + X.l3 + x.l4 + x.l5 + x.l6 + x.l7 + x.l8 + y.l1
+ y.l2 + y.l3 + y.l4 + y.l5 + y.l6 + y.l7 + y.l8 + index(x))

Thanks. 

Regards

Christoph




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