Package: chngpt 2024.11-15
Youyi Fong
chngpt: Estimation and Hypothesis Testing for Threshold Regression
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.
Authors:
chngpt_2024.11-15.tar.gz
chngpt_2024.11-15.tar.gz(r-4.5-noble)chngpt_2024.11-15.tar.gz(r-4.4-noble)
chngpt_2024.11-15.tgz(r-4.4-emscripten)chngpt_2024.11-15.tgz(r-4.3-emscripten)
chngpt.pdf |chngpt.html✨
chngpt/json (API)
| # Install 'chngpt' in R: |
| install.packages('chngpt', repos = c('https://cran.r-universe.dev', 'https://cloud.r-project.org')) |
- coef.0.ls - Simulation Study Parameters
- dat.mtct - An Example Dataset
- dat.mtct.2 - An Example Dataset
- lidar - Light Detection and Ranging Data
- nutrition - Infant Nutrition Data
- sim.alphas - Simulation Parameters
This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.
Last updated 3 months agofrom:5160bb503d. Checks:2 OK. Indexed: no.
| Target | Result | Latest binary |
|---|---|---|
| Doc / Vignettes | OK | Jan 24 2025 |
| R-4.5-linux-x86_64 | OK | Jan 24 2025 |
Exports:antoch.testchngpt.testchngptmchngptm.xyconvert.coefdouble.hingehinge.testlincombperformance.unit.testplot.chngpt.testplot.chngptmplot.double.hingepredictxprint.chngptmsim.chngptsim.hingesim.mysim.pastorsim.threephasesim.twophase.ran.intethreshold.func
Dependencies:bootkyotillatticelme4MASSMatrixminqanlmenloptrrbibutilsRcppRcppEigenRdpackreformulasRhpcBLASctlsurvival
Readme and manuals
Help Manual
| Help page | Topics |
|---|---|
| chngpt Package | chngpt |
| Threshold Model Hypothesis Testing | antoch.test chngpt.test plot.chngpt.test |
| Threshold Models Estimation | AIC.chngptm chngptm chngptm.xy coef.chngptm lincomb logLik.chngptm plot.chngptm predict.chngptm print.chngptm residuals.chngptm summary.chngptm vcov.chngptm |
| Simulation Study Parameters | coef.0.ls |
| Helper functions | convert.coef predictx threshold.func |
| An Example Dataset | dat.mtct |
| An Example Dataset | dat.mtct.2 |
| Fit Double Hinge Models | double.hinge fitted.double.hinge plot.double.hinge residuals.double.hinge |
| A non-nested hypothesis testing problem for threshold regression models | hinge.test |
| Light Detection and Ranging Data | lidar |
| Infant Nutrition Data | nutrition |
| Perform unit testing for performance evaluation. | performance.unit.test |
| Simulation Parameters | sim.alphas |
| Simulation Function | sim.chngpt sim.threephase sim.twophase.ran.inte |
| Simulation function | sim.hinge |
| Simulate data | sim.my |
| Simulate data according to one of the scenarios considered in Pastor-Barriuso et al 2003 | sim.pastor |
