threg: Threshold Regression

Fit a threshold regression model based on the first-hitting-time of a boundary by the sample path of a Wiener diffusion process. The threshold regression methodology is well suited to applications involving survival and time-to-event data.

Getting started

Package details

AuthorTao Xiao
MaintainerTao Xiao <>
Package repositoryView on CRAN
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threg documentation built on May 2, 2019, 7:59 a.m.