chngpt: Change Point Regression

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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.

Author
Youyi Fong
Date of publication
2016-07-31 19:22:46
Maintainer
Youyi Fong <yfong@fhcrc.org>
License
GPL (>= 2)
Version
2016.7-31

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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...

Files in this package

chngpt
chngpt/inst
chngpt/inst/unitTests
chngpt/inst/unitTests/runRUnitTests.R
chngpt/inst/unitTests/Makefile
chngpt/inst/unitTests/runit.chngpt.test.R
chngpt/inst/unitTests/runit.chngptm.R
chngpt/tests
chngpt/tests/doRUnit.R
chngpt/NAMESPACE
chngpt/data
chngpt/data/dat.mtct.rda
chngpt/data/sim.alphas.rda
chngpt/R
chngpt/R/chngptm.R
chngpt/R/chngpt.test.2.R
chngpt/R/antoch.test.R
chngpt/R/sim.chngpt.R
chngpt/R/chngpt.test.R
chngpt/R/simulations.R
chngpt/MD5
chngpt/DESCRIPTION
chngpt/ChangeLog
chngpt/man
chngpt/man/sim.alphas.Rd
chngpt/man/sim.chngpt.Rd
chngpt/man/chngptm.Rd
chngpt/man/dat.mtct.Rd
chngpt/man/sim.my.Rd
chngpt/man/chngpt.test.Rd
chngpt/man/sim.pastor.Rd
chngpt/man/chngpt.Rd