chngpt


Please see the Index link below for a list of available functions. The main testing function is chngpt.test(). The main estimation function is chngptm().


 distribution

Change point regression models are also called two-phase regression, break-point regression, split-point regression, structural change models and threshold regression models. Hypothesis testing in change point logistic regression with or without interaction terms. Several options are provided for testing in models with interaction, including a maximum of likelihood ratios test that determines p-value through Monte Carlo. Estimation under change point model is also included, but less developed at this point.

chngpt: chngpt Package

Description

Arguments