hcp: Change Point Estimation for Regression with Heteroscedastic Data

Estimation of parameters in 3-segment (i.e. 2 change-point) regression models with heteroscedastic variances is provided based on both likelihood and hybrid Bayesian approaches, with and without continuity constraints at the change points.

Version: 0.1
Published: 2014-11-05
Author: Stephen J.Ganocy, Jiayang Sun, and Yulei Wang
Maintainer: Yulei Wang <yxw390 at case.edu>
License: GPL-2 | GPL-3
NeedsCompilation: no
CRAN checks: hcp results

Documentation:

Reference manual: hcp.pdf

Downloads:

Package source: hcp_0.1.tar.gz
Windows binaries: r-devel: hcp_0.1.zip, r-release: hcp_0.1.zip, r-oldrel: hcp_0.1.zip
macOS binaries: r-release (arm64): hcp_0.1.tgz, r-oldrel (arm64): hcp_0.1.tgz, r-release (x86_64): hcp_0.1.tgz, r-oldrel (x86_64): hcp_0.1.tgz

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