hcp: Change Point Estimation for Regression with Heteroscedastic Data

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.

Install the latest version of this package by entering the following in R:
install.packages("hcp")
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

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