hcp: Change Point Estimation for Regression with Heteroscedastic Data
Version 0.1

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.

AuthorStephen J.Ganocy, Jiayang Sun, and Yulei Wang
Date of publication2014-11-05 14:14:28
MaintainerYulei Wang <yxw390@case.edu>
LicenseGPL-2 | GPL-3
Version0.1
Package repositoryView on CRAN
InstallationInstall the latest version of this package by entering the following in R:
install.packages("hcp")

Popular man pages

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

All man pages Function index File listing

Man pages

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

Functions

CalcCrit Source code
FP.Sample.2 Man page
SimulInt Source code
beta.calc Source code
beta.calc.C Source code
beta.calc.D Source code
beta2.calc Source code
beta2.calc.C Source code
beta2.calc.D Source code
con.est Source code
con.est.C Source code
con.est.D Source code
con.parms Source code
con.parms.C Source code
con.parms.D Source code
con.parmsFUN Source code
con.parmsFUN.C Source code
con.parmsFUN.D Source code
con.search Source code
con.search.C Source code
con.search.D Source code
con.vals Source code
con.vals.C Source code
con.vals.D Source code
con2.est Source code
con2.est.C Source code
con2.est.D Source code
con2.parms Source code
con2.parms.C Source code
con2.parms.D Source code
con2.parmsFUN Source code
con2.parmsFUN.C Source code
con2.parmsFUN.D Source code
con2.search Source code
con2.search.C Source code
con2.search.D Source code
con2.vals Source code
con2.vals.C Source code
con2.vals.D Source code
eta.calc Source code
eta.calc.C Source code
eta.calc.D Source code
eta2.calc Source code
eta2.calc.C Source code
eta2.calc.D Source code
findmax Source code Source code Source code Source code Source code Source code Source code Source code Source code
hcp Man page Source code Source code
llsearch Source code
llsearch.C Source code
llsearch.D Source code
lpjk Source code
lpjk.C Source code
lpjk.D Source code
mmp Source code
mmp.C Source code
mmp.D Source code
mmpiter Source code
mmpiter.C Source code
mmpiter.D Source code
newjk Source code
newjk.C Source code
newjk.D Source code
newst Source code
newst.C Source code
newst.D Source code
p.est Source code
p.est.C Source code
p.est.D Source code
p.estFUN Source code
p.estFUN.C Source code
p.estFUN.D Source code
p.ll Source code
p.ll.C Source code Source code Source code
p.ll.D Source code Source code Source code
p2.est Source code
p2.est.C Source code
p2.est.D Source code
rss Source code
rss.C Source code
rss.D Source code
rvec Source code
rvec.C Source code
rvec.D Source code
rvec2 Source code
rvec2.C Source code
rvec2.D Source code
wmat Source code
wmat.C Source code
wmat.D Source code
wmat2 Source code
wmat2.C Source code
wmat2.D Source code

Files

NAMESPACE
data
data/FP-Sample-2.rda
R
R/rvec.R
R/hcp-package.r
R/hcp.R
R/MethMMP.C.R
R/FP-Sample-2.R
R/p.est.R
R/rss.R
R/newst.R
R/wmat2.R
R/MethCon2.C.R
R/con2.vals.R
R/findmax.R
R/p2.est.R
R/con2.parmsFUN.R
R/MethMMP.D.R
R/MethConL.D.R
R/zzcon.vals.R
R/MethUnc.C.R
R/CalcCrit.R
R/MethUnc.D.R
R/beta.calc.R
R/mmp.R
R/zzcon.est.R
R/SimulInt.R
R/zzcon.parms.R
R/con2.est.R
R/wmat.R
R/rvec2.R
R/mmpiter.R
R/eta2.calc.R
R/con2.parms.R
R/llsearch.R
R/MethConQ.D.R
R/p.estFUN.R
R/newjk.R
R/zzcon.search.R
R/MethCon.C.R
R/p.ll.R
R/lpjk.R
R/eta.calc.R
R/con2.search.R
R/zzcon.parmsFUN.R
R/beta2.calc.R
MD5
DESCRIPTION
man
man/hcp.Rd
man/FP-Sample-2.Rd
hcp documentation built on May 19, 2017, 1:37 p.m.

Questions? Problems? Suggestions? Tweet to @rdrrHQ or email at ian@mutexlabs.com.

Please suggest features or report bugs in the GitHub issue tracker.

All documentation is copyright its authors; we didn't write any of that.