segmented: Regression Models with Break-Points / Change-Points Estimation

Given a regression model, segmented `updates' it by adding one or more segmented (i.e., piece-wise linear) relationships. Several variables with multiple breakpoints are allowed. The estimation method is discussed in Muggeo (2003, <doi:10.1002/sim.1545>) and illustrated in Muggeo (2008, <>). An approach for hypothesis testing is presented in Muggeo (2016, <doi:10.1080/00949655.2016.1149855>), and interval estimation for the breakpoint is discussed in Muggeo (2017, <doi:10.1111/anzs.12200>).

Package details

AuthorVito M. R. Muggeo [aut, cre] (<>)
MaintainerVito M. R. Muggeo <>
Package repositoryView on CRAN
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segmented documentation built on April 12, 2022, 1:05 a.m.