vrcp: Change Point Estimation for Regression with Varying Segments and Heteroscedastic Variances

Estimation of varying regression segments and a change point in 2-segment regression models with heteroscedastic variances, and with or without a smoothness constraint at the change point.

Getting started

Package details

AuthorJiayang Sun, Yulei Wang, and Junheng Ma
MaintainerYulei Wang <yxw390@case.edu>
LicenseGPL-2 | GPL-3
Version0.1.1
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("vrcp")

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vrcp documentation built on May 2, 2019, 12:41 a.m.