Estimation and Hypothesis Testing for Threshold Regression


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Documentation for package ‘chngpt’ version 2020.10-12

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AIC.chngptm Estimate change point logistic model
antoch.test Change Point Tests
chngpt chngpt Package
chngpt.test Change Point Tests
chngptm Estimate change point logistic model
chngptm.xy Estimate change point logistic model
coef.0.ls Simulation Study Parameters
coef.chngptm Estimate change point logistic model
convert.coef Helper functions
dat.mtct An Example Dataset
dat.mtct.2 An Example Dataset
double.hinge Fit Double Hinge Models
fitted.double.hinge Fit Double Hinge Models
hinge.test A non-nested hypothesis testing problem for threshold regression models
lidar Light Detection and Ranging Data
lincomb Estimate change point logistic model
logLik.chngptm Estimate change point logistic model
nutrition Infant Nutrition Data
performance.unit.test Perform unit testing for performance evaluation.
plot.chngpt.test Change Point Tests
plot.chngptm Estimate change point logistic model
plot.double.hinge Fit Double Hinge Models
predictx Helper functions
print.chngptm Estimate change point logistic model
residuals.chngptm Estimate change point logistic model
residuals.double.hinge Fit Double Hinge Models
sim.alphas Simulation Parameters
sim.chngpt Simulation Function
sim.hinge Simulation function
sim.my Simulate data
sim.pastor Simulate data according to one of the scenarios considered in Pastor-Barriuso et al 2003
sim.threephase Simulation Function
sim.twophase.ran.inte Simulation Function
summary.chngptm Estimate change point logistic model
threshold.func Helper functions
vcov.chngptm Estimate change point logistic model