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>).

Total

447,490

Last month

14,222

Last week

2,550

Average per day

474

Daily downloads

Total downloads

Description file content

Package
segmented
Type
Package
Title
Regression Models with Break-Points / Change-Points Estimation
Version
0.5-4.0
Date
2019-05-10
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, ).
License
GPL
NeedsCompilation
no
Packaged
2019-05-13 08:46:43 UTC; vito
Repository
CRAN
Date/Publication
2019-05-13 11:30:03 UTC

install.packages('segmented')

0.5-4.0

10 days ago

Vito M. R. Muggeo

GPL

Discussions