double.hinge: Fit Double Hinge Models

In chngpt: Estimation and Hypothesis Testing for Threshold Regression

Fit Double Hinge Models

Description

Fit double hinge models.

Usage

double.hinge(x, y, lower.y = NULL, upper.y = NULL,
         var.type = c("none", "bootstrap"), ci.bootstrap.size =
         1000, alpha = 0.05, save.boot = TRUE, ncpus = 1, 
         boot.ci.type=c("percentile","symmetric"))

## S3 method for class 'double.hinge'
 plot(x, which = NULL, xlim = NULL, 
 lwd = 2, lcol = "red",
 lty = 1, add.points = TRUE, add.ci = TRUE, breaks =
 20, mark.chngpt = FALSE, xlab = NULL, ylab = NULL,
 ...) 
## S3 method for class 'double.hinge'
 fitted(object, ...) 
## S3 method for class 'double.hinge'
 residuals(object, ...) 

Arguments

object
x
y
lower.y
upper.y
var.type
boot.ci.type
ci.bootstrap.size
alpha
save.boot
ncpus
lcol
lwd
which
xlim
lty
add.points
add.ci
breaks
mark.chngpt
xlab
ylab
...	arguments passed along

Details

If lower.y and upper.y are not supplied, min(y) is taken as the function value when x is less than or equal to the first threshold, and max(y) is taken as the function value when x is greater than or equal to the second threshold.

If the function is expected to be decreasing between the two thresholds, lower.y and upper.y should be supplied to ensure the correct fit.

mse is residual sum of squares

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