GNU R package for structural change regression estimation

 This package functions for testing, dating and monitoring of
 structural change in linear regression relationships. The strucchange
 package features tests/methods from the generalized fluctuation test
 framework as well as from the F test (Chow test) framework. This
 includes methods to fit, plot and test fluctuation processes (e.g.,
 CUSUM, MOSUM, recursive/moving estimates) and F statistics,
 respectively. It is possible to monitor incoming data online using
 fluctuation processes.
 .
 Finally, the breakpoints in regression models with structural changes
 can be estimated together with confidence intervals. Emphasis is
 always given to methods for visualizing the data.