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lm.br (version 2.9.8)

Linear Model with Breakpoint

Description

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) .

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Version

Install

install.packages('lm.br')

Monthly Downloads

202

Version

2.9.8

License

GPL (>= 2)

Maintainer

Marc Adams

Last Published

September 27th, 2024

Functions in lm.br (2.9.8)

cr

Confidence Region for the Changepoint
ci

Confidence Interval for the Changepoint
mle

Maximum Likelihood Estimates
sety

Set y-Values
lm.br_internal

Internal lm.br class Cpp_Clmbr
sl

Significance Level for Changepoint
'lm.br'

Fit a Linear Model with a Breakpoint