QR.break (version 1.0.1)

• Initial CRAN release
• Implemented methods for structural break detection in linear quantile regression based on:
  • Qu, Z. (2008). Testing for structural Change in Regression Quantiles. Journal of Econometrics, 146(1), 170-184.
  • Oka, T., & Qu, Z. (2011). Estimating Structural Changes in Regression Quantiles. Journal of Econometrics, 162(2), 248-267.
• Core functionality includes:
  • Detection of structural breaks in quantile regression models
  • Determination of optimal number of breaks
  • Estimation of break point locations
  • Support for both single and multiple quantile analysis
  • Compatibility with time series and repeated cross-sectional data