lm.br: Linear Model with Breakpoint

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>.

Getting started

Package details

AuthorMarc 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)
MaintainerMarc Adams <lm.br.pkg@gmail.com>
LicenseGPL (>= 2)
Version2.9.7
Package repositoryView on R-Forge
Installation Install the latest version of this package by entering the following in R:
install.packages("lm.br", repos="http://R-Forge.R-project.org")

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lm.br documentation built on March 19, 2024, 3:08 a.m.