C++ Speedup Functions for strucchange Using the Armadillo Library

Overview

The package strucchangeArmadillo was written by Marius Appel as a fast re-implementation of certain features from strucchange. Speedups are gained from C++ leveraging the RcppArmadillo package. For now there is only a C++ implementation of recursive residuals.

Installation

The latest version can be installed from R-universe:

install.packages("strucchangeArmadillo", repos = "https://zeileis.R-universe.dev")

License

The package is available under the General Public License version 3 or version 2