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. 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) chngpt: threshold regression model estimation and inference, BMC Bioinformatics, in press, .


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install.packages("chngpt")

2019.3-12 by Youyi Fong, 3 months ago


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


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


Documentation:   PDF Manual  


GPL (>= 2) license


Imports survival, splines, kyotil, boot, MASS, Rcpp

Suggests R.rsp, RUnit, mvtnorm

Linking to RcppArmadillo, Rcpp


Imported by pssmooth.


See at CRAN