Estimation and Hypothesis Testing for Threshold Regression

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Documentation for package ‘chngpt’ version 2023.11-29

• DESCRIPTION file.
• User guides, package vignettes and other documentation.

Help Pages

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