lm.br

Linear Model with Breakpoint

Last update: 17 February 2024

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

Software version identifier: 2.9.6, 2.2, 2.4, 2.5, 2.6, 2.7, 2.8, 2.9.3, 2.9.4, 2.9.5, 2.9.7

Description

Exact significance tests for a changepoint in linear or multiple linear regression. Confidence regions with exact coverage probabilities for the changepoint. Based on Knowles, Siegmund and Zhang (1991) <doi:10.1093/biomet/78.1.15>.

Cites work

Confidence regions in semilinear regression

This page was built for software: lm.br