Structural Breaks in Quantile Regression

Documentation for package ‘QR.break’ version 1.0.2

brdate	Estimating Break Dates in a Quantile Regression
ci.date.m	Confidence Intervals for Break Dates
dq	Sequential Determination of the Number of Breaks Using the DQ Test
dq.test.0vs1	Test for the Presence of a Break within a Range of Quantiles
dq.test.lvsl_1	Sequential Test for Additional Breaks within a Range of Quantiles
driver	The Dataset for Young Drivers
gdp	US Real GDP Growth Data
gen.long	Dynamic Programming Algorithm
res.surface	Compute Critical Values for the DQ test using a Response Surface
rq.break	Testing for Breaks and Estimating Break Dates and Sizes with Confidence Intervals
rq.est.full	Estimating Break Sizes and Confidence Intervals Given Break Dates
rq.est.regime	Regime-Specific Coefficients and Confidence Intervals Given Break Dates
sq	Determine the Number of Breaks Using the SQ(l\|l+1) Test
sq.test.0vs1	Test for a Structural Break in a Conditional Quantile
sq.test.lvsl_1	Sequential Test for an Additional Break in a Conditional Quantile