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) .


Reference manual

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2020.5-21 by Youyi Fong, 5 days ago

Browse source code at

Authors: Youyi Fong [cre] , Adam Elder [aut] , Hyunju Son [aut] , Zonglin He [aut] , Tao Yang [aut]

Documentation:   PDF Manual  

GPL (>= 2) license

Imports survival, splines, kyotil, boot, MASS, methods

Suggests R.rsp, RUnit, mvtnorm

Imported by pssmooth.

See at CRAN