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.

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Package details

AuthorJiayang Sun, Yulei Wang, and Junheng Ma
MaintainerYulei Wang <[email protected]>
LicenseGPL-2 | GPL-3
Package repositoryView on CRAN
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vrcp documentation built on May 29, 2017, 3:03 p.m.