Bai-Perron structural break wrapper (strucchange) — strucchange

Wraps strucchange::breakpoints() (Zeileis et al., 2002), the dynamic-programming implementation of the Bai and Perron (1998, 2003) multiple structural break estimator. Called with a bare numeric vector it dates mean shifts (y ~ 1); called with a formula and data it dates breaks in arbitrary regression coefficients. Break-date confidence intervals from confint() populate ci_lower/ci_upper and render via autoplot(show_ci = TRUE).

Usage

strucchange_wrapper(
  x,
  data = NULL,
  breaks = NULL,
  h = 0.15,
  conf_level = 0.95,
  ...
)

Arguments

x: A numeric vector (mean-shift mode), or a model formula (regression mode; supply data too).
data: Optional data frame for formula input.
breaks: Maximum number of breaks; when NULL the number is chosen by BIC.
h: Minimal segment size, as a fraction of the sample size (or an integer count). Defaults to 0.15.
conf_level: Confidence level for the break-date intervals. Defaults to 0.95.
...: Additional arguments passed to strucchange::breakpoints().

Value

A ggcpt object with ci_lower/ci_upper columns on the changepoints tibble.

References

Bai J, Perron P (2003). “Computation and analysis of multiple structural change models.” Journal of Applied Econometrics, 18(1), 1–22.

Zeileis A, Leisch F, Hornik K, Kleiber C (2002). “strucchange: An R package for testing for structural change in linear regression models.” Journal of Statistical Software, 7(2), 1–38.

Examples

set.seed(2026)
res <- strucchange_wrapper(c(rnorm(100), rnorm(100, 3)))
res$changepoints
#> # A tibble: 1 × 4
#>      cp cp_value ci_lower ci_upper
#>   <int>    <dbl>    <int>    <int>
#> 1   100    0.369       99      102