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

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manual.pdf |manual.html✨
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

Uses libs:
  • openblas– Optimized BLAS
  • c++– GNU Standard C++ Library v3
Datasets:

On CRAN:

Conda:

openblascpp

5.49 score 1 stars 3 packages 65 scripts 1.1k downloads 21 exports 17 dependencies

Last updated from:e250a671a2. Checks:13 OK. Indexed: yes.

TargetResultTimeFilesSyslog
linux-devel-arm64OK193
linux-devel-x86_64OK207
source / vignettesOK207
linux-release-arm64OK200
linux-release-x86_64OK195
macos-release-arm64OK178
macos-release-x86_64OK374
macos-oldrel-arm64OK154
macos-oldrel-x86_64OK463
windows-develOK281
windows-releaseOK217
windows-oldrelOK207
wasm-releaseOK121

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

Fitting Threshold Regression Models Using chngpt

Rendered fromchngpt-vignette.pdf.asisusingR.rsp::asison May 11 2026.

Last update: 2021-02-04
Started: 2021-02-04

Readme and manuals

Help Manual

Help pageTopics
chngpt Packagechngpt
Threshold Model Hypothesis Testingantoch.test chngpt.test plot.chngpt.test
Threshold Models EstimationAIC.chngptm chngptm chngptm.xy coef.chngptm lincomb logLik.chngptm plot.chngptm predict.chngptm print.chngptm residuals.chngptm summary.chngptm vcov.chngptm
Simulation Study Parameterscoef.0.ls
Helper functionsconvert.coef predictx threshold.func
An Example Datasetdat.mtct
An Example Datasetdat.mtct.2
Fit Double Hinge Modelsdouble.hinge fitted.double.hinge plot.double.hinge residuals.double.hinge
A non-nested hypothesis testing problem for threshold regression modelshinge.test
Light Detection and Ranging Datalidar
Infant Nutrition Datanutrition
Perform unit testing for performance evaluation.performance.unit.test
Simulation Parameterssim.alphas
Simulation Functionsim.chngpt sim.threephase sim.twophase.ran.inte
Simulation functionsim.hinge
Simulate datasim.my
Simulate data according to one of the scenarios considered in Pastor-Barriuso et al 2003sim.pastor