Linear Model with Breakpoint

Exact significance tests for a changepoint in linear or multiple linear regression. Confidence regions with exact coverage probabilities for the changepoint. The method is from Knowles, Siegmund and Zhang (1991) .


Reference manual

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2.9.3 by Marc Adams, 4 years ago

Browse source code at

Authors: Marc Adams [aut, cre] , authors of R function 'lm' [ctb] (general interface) , authors of 'lm.gls' [ctb] (interface and R code for covariate weights) , U.S. NIST [ctb] (C++ code for TNT::Vector template)

Documentation:   PDF Manual  

GPL (>= 2) license

Imports stats, methods, graphics, datasets

Depends on Rcpp

Linking to Rcpp

See at CRAN