Structural Breaks Python Packages

quantfinlib

Fundamental package for quantitative finance with Python.

insurance-trend

Loss cost trend analysis for insurance pricing — frequency/severity decomposition, ONS index integration, structural break detection (154 tests)

xtbreak

Bai–Perron structural break detection and estimation for time series and panel data. Tests for breaks, estimates break dates with confidence intervals, and selects break counts via sequential testing or information criteria.

pioneer-detection

Official Python implementation of the Pioneer Detection Method (PDM) — convergence-based expert aggregation and opinion pooling under structural change. Code for Vansteenberghe (2026), The Geneva Papers 51(1).

regime-shap

Quantify SHAP feature importance stability across structural breaks in time-series data