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Exact significance tests for a changepoint in linear or multiple linear regression. Confidence regions with exact coverage probabilities for the changepoint. Based on Knowles, Siegmund and Zhang (1991) <doi:10.1093/biomet/78.1.15>.
Package details |
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Author | Marc Adams [aut, cre], authors of R function 'lm' [ctb] (general interface), authors of 'lm.gls' [ctb] (interface and R code for covariate weights), U.S. NIST [ctb] (C++ code for TNT::Vector template) |
Maintainer | Marc Adams <lm.br.pkg@gmail.com> |
License | GPL (>= 2) |
Version | 2.9.7 |
Package repository | View on R-Forge |
Installation |
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