Strength and weakness of this package | Types of threshold effects supported | Examples - estimation for fixed effects models | Examples - estimation for random effects models | Examples - testing for independent data | Further considerations
Package: chngpt 2024.11-15
chngpt: 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) <doi:10.1186/s12859-017-1863-x> and the package vignette.
Authors:
chngpt_2024.11-15.tar.gz
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chngpt_2024.11-15.tgz(r-4.6-x86_64)chngpt_2024.11-15.tgz(r-4.6-arm64)chngpt_2024.11-15.tgz(r-4.5-x86_64)chngpt_2024.11-15.tgz(r-4.5-arm64)
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chngpt_2024.11-15.tgz(r-4.6-emscripten)
manual.pdf |manual.html✨
DESCRIPTION
card.svg |card.png
chngpt/json (API)
| # Install 'chngpt' in R: |
| install.packages('chngpt', repos = c('https://youyifong.r-universe.dev', 'https://cloud.r-project.org')) |
Bug tracker:https://github.com/youyifong/chngpt/issues
Datasets:
- coef.0.ls - Simulation Study Parameters
- dat.mtct - An Example Dataset
- dat.mtct.2 - An Example Dataset
- lidar - Light Detection and Ranging Data
- nutrition - Infant Nutrition Data
- sim.alphas - Simulation Parameters
Last updated from:092458daac. Checks:13 OK. Indexed: yes.
| Target | Result | Time | Files | Syslog |
|---|---|---|---|---|
| linux-devel-arm64 | OK | 200 | ||
| linux-devel-x86_64 | OK | 212 | ||
| source / vignettes | OK | 239 | ||
| linux-release-arm64 | OK | 208 | ||
| linux-release-x86_64 | OK | 207 | ||
| macos-release-arm64 | OK | 140 | ||
| macos-release-x86_64 | OK | 334 | ||
| macos-oldrel-arm64 | OK | 129 | ||
| macos-oldrel-x86_64 | OK | 372 | ||
| windows-devel | OK | 190 | ||
| windows-release | OK | 195 | ||
| windows-oldrel | OK | 198 | ||
| wasm-release | OK | 129 |
Exports:antoch.testchngpt.testchngptmchngptm.xyconvert.coefdouble.hingehinge.testlincombperformance.unit.testplot.chngpt.testplot.chngptmplot.double.hingepredictxprint.chngptmsim.chngptsim.hingesim.mysim.pastorsim.threephasesim.twophase.ran.intethreshold.func
Dependencies:bootkyotillatticelme4MASSMatrixminqanlmenloptrrbibutilsRcppRcppEigenRdpackreformulasRhpcBLASctlrlangsurvival
Readme and manuals
Help Manual
| Help page | Topics |
|---|---|
| chngpt Package | chngpt |
| Threshold Model Hypothesis Testing | antoch.test chngpt.test plot.chngpt.test |
| Threshold Models Estimation | AIC.chngptm chngptm chngptm.xy coef.chngptm lincomb logLik.chngptm plot.chngptm predict.chngptm print.chngptm residuals.chngptm summary.chngptm vcov.chngptm |
| Simulation Study Parameters | coef.0.ls |
| Helper functions | convert.coef predictx threshold.func |
| An Example Dataset | dat.mtct |
| An Example Dataset | dat.mtct.2 |
| Fit Double Hinge Models | double.hinge fitted.double.hinge plot.double.hinge residuals.double.hinge |
| A non-nested hypothesis testing problem for threshold regression models | hinge.test |
| Light Detection and Ranging Data | lidar |
| Infant Nutrition Data | nutrition |
| Perform unit testing for performance evaluation. | performance.unit.test |
| Simulation Parameters | sim.alphas |
| Simulation Function | sim.chngpt sim.threephase sim.twophase.ran.inte |
| Simulation function | sim.hinge |
| Simulate data | sim.my |
| Simulate data according to one of the scenarios considered in Pastor-Barriuso et al 2003 | sim.pastor |
