ptm3-class: Class "ptm3"

In PanelTM: Two- And Three-Way Dynamic Panel Threshold Regression Model for Change Point Detection

Class "ptm3"

Description

A class for ptm3 and its extensions

Objects from the Class

Objects can be created by calls of the form new("ptm3", ...).

Slots

threshold:

Object of class numeric. A vector of the estimated thresholds and the associated p-values.

param:

Object of class matrix. A matrix of the estimated first-differenced parameters of the model and the associated p-values.

cov.:

Object of class array. The sample covariance matrix of the estimated parameters per each value of the third way.

residuals.:

Object of class list. The estimated first-differenced residuals per each value of the third way.

test.lin.:

Object of class list. Result of the linearity test.

Methods

No methods defined with class "ptm3" in the signature.

Author(s)

Selene Perazzini <[e-mail]>

Francesca Marta Lilja Di Lascio <[e-mail]>

References

Di Lascio, F.M.L. and Perazzini, S. (202x) A three-way dynamic panel threshold regression model for change point detection in bioimpedance data. WP BEMPS <https://repec.unibz.it/bemps104.pdf>.

Di Lascio, F.M.L. and Perazzini, S. (2022) Change point detection in fruit bioimpedance using a three-way panel model. Book of short papers - SIS2022, p.1184-1189, Eds. A. Balzanella, M. Bini, C. Cavicchia, R. Verde. Pearson. ISBN: 978-88-9193-231-0.

See Also

See also ptm3.

Examples

showClass("ptm3")

PanelTM documentation built on June 22, 2024, 7:22 p.m.