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.

AuthorTao Xiao
Date of publication2015-08-10 18:31:56
MaintainerTao Xiao <taoxiao1@gmail.com>
LicenseGPL-2
Version1.0.3

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