segmented

Regression Models with Break-Points / Change-Points Estimation

Given a regression model, segmented `updates' it by adding one or more segmented (i.e., piece-wise linear) relationships. Several variables with multiple breakpoints are allowed. The estimation method is discussed in Muggeo (2003, <doi:10.1002/sim.1545>) and illustrated in Muggeo (2008, <https://www.r-project.org/doc/Rnews/Rnews_2008-1.pdf>). An approach for hypothesis testing is presented in Muggeo (2016, <doi:10.1080/00949655.2016.1149855>), and interval estimation for the breakpoint is discussed in Muggeo (2017, <doi:10.1111/anzs.12200>).

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Description file content

Package
segmented
Type
Package
Title
Regression Models with Break-Points / Change-Points Estimation
Version
1.0-0
Date
2019-06-10
Author
Vito M. R. Muggeo [aut, cre]
Maintainer
Vito M. R. Muggeo
Description
Given a regression model, segmented `updates' it by adding one or more segmented (i.e., piece-wise linear) relationships. Several variables with multiple breakpoints are allowed. The estimation method is discussed in Muggeo (2003, ) and illustrated in Muggeo (2008, ). An approach for hypothesis testing is presented in Muggeo (2016, ), and interval estimation for the breakpoint is discussed in Muggeo (2017, ).
License
GPL
NeedsCompilation
no
Packaged
2019-06-17 15:27:38 UTC; vito
Repository
CRAN
Date/Publication
2019-06-17 18:30:03 UTC

install.packages('segmented')

1.0-0

2 months ago

Vito M. R. Muggeo

GPL

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