chngpt: Estimation and Hypothesis Testing for Threshold Regression

Threshold regression models are also called two-phase regression, broken-stick regression, split-point regression, structural change models, and regression kink models, with and without interaction terms. Methods for both continuous and discontinuous threshold models are included, but the support for the former is much greater. This package is described in Fong, Huang, Gilbert and Permar (2017) <DOI:10.1186/s12859-017-1863-x> and the package vignette.

Getting started

Package details

AuthorYouyi Fong [cre], Qianqian Chen [aut], Shuangcheng Hua [aut], Hyunju Son [aut], Adam Elder [aut], Tao Yang [aut], Zonglin He [aut], Simone Giannerini [aut]
MaintainerYouyi Fong <youyifong@gmail.com>
LicenseGPL (>= 2)
Version2023.1-30
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("chngpt")

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chngpt documentation built on Feb. 16, 2023, 10:38 p.m.