chngpt

Estimation and Hypothesis Testing for Threshold Regression

Tao Yang, Zonglin He, Qianqian Chen, Shuangcheng Hua, Simone Giannerini, Hyunju Son, Adam Elder

Last update: 5 December 2023

Copyright license: GNU General Public License, version 3.0, GNU General Public License, version 2.0

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

Description

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.

Cites work

chngpt: threshold regression model estimation and inference