chngpt: Change Point Regression
Version 2016.7-31

Change point regression models are also called two-phase regression, break-point regression, split-point regression, structural change models and threshold regression models. Hypothesis testing in change point logistic regression with or without interaction terms. Several options are provided for testing in models with interaction, including a maximum of likelihood ratios test that determines p-value through Monte Carlo. Estimation under change point model is also included, but less developed at this point.

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AuthorYouyi Fong
Date of publication2016-07-31 19:22:46
MaintainerYouyi Fong <yfong@fhcrc.org>
LicenseGPL (>= 2)
Version2016.7-31
Package repositoryView on CRAN
InstallationInstall the latest version of this package by entering the following in R:
install.packages("chngpt")

Man pages

chngpt: chngpt Package
chngptm: Estimate change point logistic model
chngpt.test: Change Point Tests
dat.mtct: An Example Dataset
sim.alphas: Simulation Parameters
sim.chngpt: Simulation Function
sim.my: Simulate data
sim.pastor: Simulate data according to one of the scenarios considered in...

Functions

antoch.test Man page Source code
chngpt Man page
chngpt.test Man page Source code
chngpt.test.2 Source code
chngptm Man page Source code
coef.chngptm Man page Source code
dat.mtct Man page
dev.hinge.f Source code
dev.hinge.itxn.f Source code
dev.segmented.f Source code
dev.segmented.itxn.f Source code
dev.stegmented.f Source code
dev.stegmented.itxn.f Source code
dev.step.deriv.f Source code
dev.step.f Source code
dev.step.itxn.f Source code
do.regression Source code
expit.2pl Source code
get.f.alt Source code
getFixedEf.chngptm Source code
good.soln Source code
make.chngpt.var Source code
plot.chngpt.test Man page Source code
predict.chngptm Source code
print.chngptm Man page Source code
print.summary.chngptm Source code
sim.alphas Man page
sim.chngpt Man page Source code
sim.my Man page Source code
sim.pastor Man page Source code
summary.chngptm Man page Source code
vcov.chngptm Man page Source code

Files

inst
inst/unitTests
inst/unitTests/runRUnitTests.R
inst/unitTests/Makefile
inst/unitTests/runit.chngpt.test.R
inst/unitTests/runit.chngptm.R
tests
tests/doRUnit.R
NAMESPACE
data
data/dat.mtct.rda
data/sim.alphas.rda
R
R/chngptm.R
R/chngpt.test.2.R
R/antoch.test.R
R/sim.chngpt.R
R/chngpt.test.R
R/simulations.R
MD5
DESCRIPTION
ChangeLog
man
man/sim.alphas.Rd
man/sim.chngpt.Rd
man/chngptm.Rd
man/dat.mtct.Rd
man/sim.my.Rd
man/chngpt.test.Rd
man/sim.pastor.Rd
man/chngpt.Rd
chngpt documentation built on May 20, 2017, 5:47 a.m.