segmented (version 1.6-2)
Regression Models with Break-Points / Change-Points (with
Possibly Random Effects) 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, ).
Segmented mixed models, i.e. random effects in the change point, are discussed in
in Muggeo (2014, ).
