sim.hinge

Simulate data for Monte Carlo study.

Threshold regression models are also called two-phase regression, broken-stick regression, split-point regression, structural change models, and regression kink models, with and without interaction terms. Methods for both continuous and discontinuous threshold models are included, but the support for the former is much greater. This package is described in Fong, Huang, Gilbert and Permar (2017) <DOI:10.1186/s12859-017-1863-x> and the package vignette.

Youyi Fong

chngpt

Estimation and Hypothesis Testing for Threshold Regression

Qianqian Chen

Shuangcheng Hua

Hyunju Son

Adam Elder

Tao Yang

Zonglin He

Simone Giannerini

sim.hinge function

<dl> <dt>threshold.type</dt>
<dd>threshold.type</dd> <dt>family</dt>
<dd>family</dd> <dt>thres</dt>
<dd>thres</dd> <dt>X.ditr</dt>
<dd>X.ditr</dd> <dt>mu.X</dt>
<dd>mu.X</dd> <dt>coef.X</dt>
<dd>coef.X</dd> <dt>cov.X</dt>
<dd>cov.X</dd> <dt>eps.sd</dt>
<dd>eps.sd</dd> <dt>seed</dt>
<dd>seed</dd> <dt>n</dt>
<dd>n</dd></dl>

Arguments

Simulation function — sim.hinge

<dl>

 <dt>threshold.type</dt>
<dd>threshold.type</dd>

 <dt>family</dt>
<dd>family</dd>

 <dt>thres</dt>
<dd>thres</dd>

 <dt>X.ditr</dt>
<dd>X.ditr</dd>

 <dt>mu.X</dt>
<dd>mu.X</dd>

 <dt>coef.X</dt>
<dd>coef.X</dd>

 <dt>cov.X</dt>
<dd>cov.X</dd>

 <dt>eps.sd</dt>
<dd>eps.sd</dd>

 <dt>seed</dt>
<dd>seed</dd>

 <dt>n</dt>
<dd>n</dd>

</dl>

sim.hinge: Simulation function

Description

Usage

Arguments