| 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: | 0.3.1 |
| Date: | 2022-05-25 |
| 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. URL: https://www.researchgate.net/publication/227652258_Bent-cable_regression_with_autoregressive_noise
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. URL: https://www.researchgate.net/publication/4742466_Bent-Cable_Regression_Theory_and_Applications