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:
Downloads:
Linking:
Please use the canonical form
https://CRAN.R-project.org/package=hcp
to link to this page.