[R] strucchange breakpoints (Bai and Perron, 1998, 2003)

[buehlerman]

If I try the breakpoints() function (strucchange package) with a minimum
segment size = the number of regressors, there appears the following error
message:
"minimum segment size must be greater than the number of regressors"

According to the documentation:
"breakpoints implements the algorithm described in Bai & Perron (2003) for
simultaneous estimation of multiple breakpoints."

Bai & Perron (2003) assumed: minimum segment size >= number of regressors
(and not >).
What is the reason for this deviation?

--
View this message in context: http://r.789695.n4.nabble.com/strucchange-breakpoints-Bai-and-Perron-1998-2003-tp4422361p4422361.html
Sent from the R help mailing list archive at Nabble.com.