ShapeChange

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swMATH18167CRANShapeChangeMaRDI QIDQ30013FDOQ30013

Change-Point Estimation using Shape-Restricted Splines

Xiyue Liao

Last update: 6 September 2023

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

Software version identifier: 1.4, 1.0, 1.1, 1.2, 1.3, 1.5

Official website: https://cran.r-project.org/web/packages/ShapeChange/index.html

Source code repository: https://github.com/cran/ShapeChange

In a scatterplot where the response variable is Gaussian, Poisson or binomial, we consider the case in which the mean function is smooth with a change-point, which is a mode, an inflection point or a jump point. The main routine estimates the mean curve and the change-point as well using shape-restricted B-splines. An optional subroutine delivering a bootstrap confidence interval for the change-point is incorporated in the main routine.




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