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 <firstname.lastname@example.org>|
|License||GPL-2 | GPL-3|