chngpt: Change Point Regression

Change point regression models are also called two-phase regression, break-point regression, split-point regression, structural change models and threshold regression models. Hypothesis testing in change point logistic regression with or without interaction terms (Fong, Y., Di, C., Perma, S. (2014) <doi:10.1002/sim.6419>). Several options are provided for testing in models with interaction, including a maximum of likelihood ratios test that determines p-value through Monte Carlo. Estimation under change point model is also included with model-robust confidence intervals for continuous threshold regression models (Fong, Y., Di, C., Huang, Y., Gilbert, P. (2017) <doi:10.1111/biom.12623>).

Version: 2017.08-28
Depends: R (≥ 3.2.0), kyotil, MASS, boot, splines
Imports: survival
Suggests: R.rsp, RUnit, mvtnorm
Published: 2017-08-28
Author: Youyi Fong
Maintainer: Youyi Fong <youyifong at gmail.com>
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
NeedsCompilation: no
Citation: chngpt citation info
Materials: ChangeLog
CRAN checks: chngpt results

Downloads:

Reference manual: chngpt.pdf
Vignettes: Fitting Threshold Regression Models Using chngpt
Package source: chngpt_2017.08-28.tar.gz
Windows binaries: r-devel: chngpt_2017.08-28.zip, r-release: chngpt_2017.08-28.zip, r-oldrel: chngpt_2017.08-28.zip
OS X El Capitan binaries: r-release: chngpt_2017.08-28.tgz
OS X Mavericks binaries: r-oldrel: chngpt_2017.08-28.tgz
Old sources: chngpt archive

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