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.

Getting started

Package details

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

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hcp documentation built on May 29, 2017, 3:49 p.m.