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:
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