Estimation and Hypothesis Testing for Threshold Regression
Overview
Threshold regression models are also called two-phase regression, broken-stick regression, split-point regression, structural change models, and regression kink models, with and without interaction terms. Methods for both continuous and discontinuous threshold models are included, but the support for the former is much greater. This package is described in Fong, Huang, Gilbert and Permar (2017) DOI:10.1186/s12859-017-1863-x and the package vignette.
Install
Health
- OK13 OK2026-08-05
- NOTE12 OK, 1 NOTE2026-08-01
- OK14 OK2026-03-10
Documentation
- Help pages
- 17
- Examples that run
- 100%6 run in a plain check
- Exported functions with examples
- 60%
- Documented parameters
- 93%
- Return-value docs
- 60%
- Help pages citing references
- 29%
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Dependencies
Installing chngpt adds 10 packages (8 with compiled code, 12 MB of source tarballs). Heaviest: lme4 4.3 MB, nloptr 2.1 MB, Rcpp 1.8 MB.
Code & Tests
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- 0.1-22013-10-18 · diff ↗ ·
removed 5 exports
chngpt.score.test, plot.chngpt.score.test, chngpt.logistic, chngpt.logistic.2, antoka.testadded 8 exports
chngpt.test, plot.chngpt.test, chngptm, print.chngptm, coef.chngptm, vcov.chngptm, summary.chngptm, antoch.test - 0.1-12013-09-09
- RR 3.0.0 released · 2013-04-03
Package metadata
- First published
- 2013-09-09
- Total releases
- 39 / 13 yrs
- License
- GPL (>= 2) OSI
- Minimum R
- ≥ 3.6
- Bundled data
- 11 KB / 5 files
- Download size
- 394 KB
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