Estimation and Hypothesis Testing for Threshold Regression


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Documentation for package ‘chngpt’ version 2019.3-12

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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
dat.mtct An Example Dataset
dat.mtct.2 An Example Dataset
hinge.test A non-nested hypothesis testing problem for threshold regression models
lincomb Estimate change point logistic model
performance.unit.test Perform unit testing for performance evaluation.
plot.chngpt.test Change Point Tests
plot.chngptm Estimate change point logistic model
print.chngptm Estimate change point logistic model
residuals.chngptm Estimate change point logistic model
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
summary.chngptm Estimate change point logistic model
vcov.chngptm Estimate change point logistic model