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segmented (version 1.0-0)

Regression Models with Break-Points / Change-Points Estimation

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, ).

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Install

install.packages('segmented')

Monthly Downloads

35,749

Version

1.0-0

License

GPL

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Last Published

June 17th, 2019

Functions in segmented (1.0-0)