bentcableAR {bentcableAR}R Documentation

The Bent-Cable Regression Package

Description

Perform bent-cable (including broken-stick) regression to independent data or autoregressive time series.

Details

Package: bentcableAR
Type: Package
Version: 0.3.0
Date: 2015-04-10
License: GPL (>=3)

There are two main interfaces in this package: bentcable.dev.plot for plotting profile deviance surfaces, and bentcable.ar for fitting and diagnosing the regression. In some cases, confidence intervals for the change point are also computed..

Detailed documentation and examples are available on the function help pages.

The major engines for bentcable.dev.plot are cable.dev and cable.fit.known.change. The computational engines for bentcable.ar are cable.ar.p.iter, cable.ar.0.fit, stick.ar.0, and cable.change.conf, while the plotting engine is cable.ar.p.diag. Although these and other lesser functions are called internally by the two main interfaces described above, they can be used as stand-alone functions, and the user is advised to refer to their documentation. Type library(help="bentcableAR") for a full list of available functions.

Disclaimer: The package functions and examples (including those provided as "not run") up to V0.2.x were thoroughly tested in R 2.6.2 installed on the author's two Mac machines running OS X. Results are known to vary depending on machine and platform. It is the author's intention to distribute any future updates via GitHub.

Author(s)

Grace Chiu <bentcable@gmail.com>

Maintainer: Grace Chiu <bentcable@gmail.com>

References

Chiu, G.S. and Lockhart, R.A. (2010), Bent-Cable Regression with Autoregressive Noise, Canadian Journal of Statistics, 38, 386–407. DOI: 10.1002/cjs.10070 http://faculty.washington.edu/gchiu/Articles/bentcable-cjs.pdf

Chiu, G., Lockhart, R. and Routledge, R. (2006), Bent-Cable Regression Theory and Applications, Journal of the American Statistical Association, 101, 542–553. DOI: 10.1198/016214505000001177 http://faculty.washington.edu/gchiu/Articles/bentcable-jasa.pdf


[Package bentcableAR version 0.3.0 Index]