Two- And Three-Way Dynamic Panel Threshold Regression Model for Change Point Detection


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Documentation for package ‘PanelTM’ version 1.0

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banana Biompedance measurements on bananas.
cpoint Computation of the regime switch time in a (two-way or three-way) panel threshold regression model.
cpoint-class Class "cpoint"
perfm Performance measures of the (two-way or three-way) panel threshold regression model estimated on simulated data.
perfm-class Class "perfm"
ptm2 Two-way panel threshold regression model.
ptm2-class Class "ptm2"
ptm3 Three-way panel threshold regression model.
ptm3-class Class "ptm3"
simptm Data simulation from two- or three-way panel threshold regression model.
simptm-class Class "simptm"