Estimation and Hypothesis Testing for Threshold Regression
chngpt Package
Threshold Model Hypothesis Testing
Threshold Models Estimation
Helper functions
An Example Dataset
Fit Double Hinge Models
A non-nested hypothesis testing problem for threshold regression model...
Perform unit testing for performance evaluation.
Simulation Function
Simulation function
Simulate data
Simulate data according to one of the scenarios considered in Pastor-B...
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.