Estimation and Hypothesis Testing for Threshold Regression


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Documentation for package ‘chngpt’ version 2022.4-6

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AIC.chngptm Threshold Models Estimation
antoch.test Threshold Model Hypothesis Testing
chngpt chngpt Package
chngpt.test Threshold Model Hypothesis Testing
chngptm Threshold Models Estimation
chngptm.xy Threshold Models Estimation
coef.0.ls Simulation Study Parameters
coef.chngptm Threshold Models Estimation
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 Threshold Models Estimation
logLik.chngptm Threshold Models Estimation
nutrition Infant Nutrition Data
performance.unit.test Perform unit testing for performance evaluation.
plot.chngpt.test Threshold Model Hypothesis Testing
plot.chngptm Threshold Models Estimation
plot.double.hinge Fit Double Hinge Models
predict.chngptm Threshold Models Estimation
predictx Helper functions
print.chngptm Threshold Models Estimation
residuals.chngptm Threshold Models Estimation
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 Threshold Models Estimation
threshold.func Helper functions
vcov.chngptm Threshold Models Estimation