Change-Point Estimation using Shape-Restricted Splines

In a scatterplot where the response variable is Gaussian, Poisson or binomial, we consider the case in which the mean function is smooth with a change-point, which is a mode, an inflection point or a jump point. The main routine estimates the mean curve and the change-point as well using shape-restricted B-splines. An optional subroutine delivering a bootstrap confidence interval for the change-point is incorporated in the main routine.


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install.packages("ShapeChange")

1.4 by Xiyue Liao, 2 years ago


Browse source code at https://github.com/cran/ShapeChange


Authors: Xiyue Liao and Mary C Meyer


Documentation:   PDF Manual  


GPL (>= 2) license


Depends on coneproj, quadprog

Suggests stats, MASS, graphics, grDevices, utils


See at CRAN