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, <https://www.r-project.org/doc/Rnews/Rnews_2008-1.pdf>). 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 <vito.muggeo@unipa.it>
LicenseGPL
Version1.3-3
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("segmented")

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segmented documentation built on March 8, 2021, 5:05 p.m.