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.

Getting started

Package details

AuthorStephen J.Ganocy, Jiayang Sun, and Yulei Wang
MaintainerYulei Wang <[email protected]>
LicenseGPL-2 | GPL-3
Package repositoryView on CRAN
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hcp documentation built on May 29, 2017, 3:49 p.m.