chngpt
swMATH15887CRANchngptMaRDI QIDQ27759
Estimation and Hypothesis Testing for Threshold Regression
Qianqian Chen, Shuangcheng Hua, Hyunju Son, Adam Elder, Tao Yang, Zonglin He, Simone Giannerini
Last update: 5 December 2023
Software version identifier: 2023.1-30, 0.1-1, 0.1-2, 2014.3-5, 2014.5-29, 2014.12-2, 2015.9-5, 2016.7-9, 2016.7-31, 2017.08-28, 2017.10-9, 2017.12-3, 2017.12-26, 2018.1-3, 2018.3-20, 2018.3-29, 2018.5-2, 2018.6-2, 2018.7-25, 2018.10-17, 2019.3-6, 2019.3-8, 2019.3-12, 2019.8-28, 2019.9-2, 2019.11-21, 2019.11-26, 2019.11-30, 2020.2-26, 2020.5-13, 2020.5-21, 2020.8-29, 2020.10-12, 2021.5-12, 2022.3-15, 2022.4-6, 2023.11-28, 2023.11-29
Source code repository: https://github.com/cran/chngpt
Copyright license: GNU General Public License, version 3.0, GNU General Public License, version 2.0
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.
