Bent-Cable Regression for Independent Data or Autoregressive Time Series
Bent-Cable Regression for Independent and Autoregressive Data
Internal 'bentcableAR' Functions
The Bent-Cable Regression Package
Bent-Cable AR(p>0) Diagnostics
Bent-Cable Regression for Independent or AR Data, With Exception
Plot Bent Cable AR(p) Fit Over Data
Fitted Residuals and Innovations for AR(p>0) Bent Cable
Confidence Interval for CTP of AR(p) Bent Cable
Grid-based Bent-Cable Regression for Independent or AR Data
Overlay Bent Cable On Existing Plot
Evaluate Bent Cable Function
Stationarity Check of AR Time Series
Broken-Stick Regression for Independent Data
Included are two main interfaces, bentcable.ar() and bentcable.dev.plot(), for fitting and diagnosing bent-cable regressions for autoregressive time-series data (Chiu and Lockhart 2010, <doi:10.1002/cjs.10070>) or independent data (time series or otherwise - Chiu, Lockhart and Routledge 2006, <doi:10.1198/016214505000001177>). Some components in the package can also be used as stand-alone functions. The bent cable (linear-quadratic-linear) generalizes the broken stick (linear-linear), which is also handled by this package. Version 0.2 corrected a glitch in the computation of confidence intervals for the CTP. References that were updated from Versions 0.2.1 and 0.2.2 appear in Version 0.2.3 and up. Version 0.3.0 improved robustness of the error-message producing mechanism. Version 0.3.1 improves the NAMESPACE file of the package. It is the author's intention to distribute any future updates via GitHub.