Rbreak: An R Package for Estimating Structural Breaks under Linear Restrictions with Application to Linear Model Tree (opens in new tab)

The package \texttt{rbreak} implements methods for detecting structural breaks and estimating break locations for linear multiple regression models under general linear restrictions on the coefficient vector. Restrictions can be within regimes, across regimes, or both, and are supported in two forms: an affine parameterization (Form A: \texttt{delta = S*theta + s}) and explicit linear constraints (Form B: \texttt{R*delta = r}). It provides break...