lm.br: Linear Model with Breakpoint

Exact significance tests for a changepoint in linear or multiple linear regression. Confidence regions with exact coverage probabilities for the changepoint. Based on Knowles, Siegmund and Zhang (1991) <doi:10.1093/biomet/78.1.15>.

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Package details

AuthorMarc Adams [aut, cre], authors of R function 'lm' [ctb] (general interface), authors of 'lm.gls' [ctb] (interface and R code for covariate weights), U.S. NIST [ctb] (C++ code for TNT::Vector template)
MaintainerMarc Adams <lm.br.pkg@gmail.com>
LicenseGPL (>= 2)
Package repositoryView on CRAN
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lm.br documentation built on Oct. 19, 2021, 9:06 a.m.