hcp: Change Point Estimation for Regression with Heteroscedastic Data

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Estimation of parameters in 3-segment (i.e. 2 change-point) regression models with heteroscedastic variances is provided based on both likelihood and hybrid Bayesian approaches, with and without continuity constraints at the change points.

Author
Stephen J.Ganocy, Jiayang Sun, and Yulei Wang
Date of publication
2014-11-05 14:14:28
Maintainer
Yulei Wang <yxw390@case.edu>
License
GPL-2 | GPL-3
Version
0.1

View on CRAN

Man pages

FP-Sample-2
Change Point Estimation for Regression with Heteroscedastic...
hcp
Change Point Estimation for Regression with Heteroscedastic...

Files in this package

hcp
hcp/NAMESPACE
hcp/data
hcp/data/FP-Sample-2.rda
hcp/R
hcp/R/rvec.R
hcp/R/hcp-package.r
hcp/R/hcp.R
hcp/R/MethMMP.C.R
hcp/R/FP-Sample-2.R
hcp/R/p.est.R
hcp/R/rss.R
hcp/R/newst.R
hcp/R/wmat2.R
hcp/R/MethCon2.C.R
hcp/R/con2.vals.R
hcp/R/findmax.R
hcp/R/p2.est.R
hcp/R/con2.parmsFUN.R
hcp/R/MethMMP.D.R
hcp/R/MethConL.D.R
hcp/R/zzcon.vals.R
hcp/R/MethUnc.C.R
hcp/R/CalcCrit.R
hcp/R/MethUnc.D.R
hcp/R/beta.calc.R
hcp/R/mmp.R
hcp/R/zzcon.est.R
hcp/R/SimulInt.R
hcp/R/zzcon.parms.R
hcp/R/con2.est.R
hcp/R/wmat.R
hcp/R/rvec2.R
hcp/R/mmpiter.R
hcp/R/eta2.calc.R
hcp/R/con2.parms.R
hcp/R/llsearch.R
hcp/R/MethConQ.D.R
hcp/R/p.estFUN.R
hcp/R/newjk.R
hcp/R/zzcon.search.R
hcp/R/MethCon.C.R
hcp/R/p.ll.R
hcp/R/lpjk.R
hcp/R/eta.calc.R
hcp/R/con2.search.R
hcp/R/zzcon.parmsFUN.R
hcp/R/beta2.calc.R
hcp/MD5
hcp/DESCRIPTION
hcp/man
hcp/man/hcp.Rd
hcp/man/FP-Sample-2.Rd