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) and the package vignette.


Reference manual

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2021.5-12 by Youyi Fong, 8 months ago

Browse source code at

Authors: Youyi Fong [cre] , Qianqian Chen [aut] , Shuangcheng Hua [aut] , Hyunju Son [aut] , Adam Elder [aut] , Tao Yang [aut] , Zonglin He [aut] , Simone Giannerini [aut]

Documentation:   PDF Manual  

GPL (>= 2) license

Imports survival, splines, kyotil, boot, MASS, methods, lme4, parallel, RhpcBLASctl

Suggests R.rsp, RUnit, mvtnorm

Imported by pssmooth.

See at CRAN