chngpt: Change Point Regression
Version 2017.08-28

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 (Fong, Y., Di, C., Perma, S. (2014) ). 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 with model-robust confidence intervals for continuous threshold regression models (Fong, Y., Di, C., Huang, Y., Gilbert, P. (2017) ).

Getting started

Package details

AuthorYouyi Fong
Date of publication2017-08-28 18:43:12 UTC
MaintainerYouyi Fong <[email protected]>
LicenseGPL (>= 2)
Version2017.08-28
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 Aug. 29, 2017, 1:07 a.m.