Re: [R] Estimation in a changepoint regression with R

2009-10-16 Thread Jay Emerson
strucchange, among others). Jay Message: 4 Date: Thu, 15 Oct 2009 03:56:22 -0700 (PDT) From: FMH Subject: [R] Estimation in a changepoint regression with R To: r-help@r-project.org Message-ID: <365399.56401...@web38

Re: [R] Estimation in a changepoint regression with R

2009-10-15 Thread Vito Muggeo (UniPa)
There are at least two R packages dealing with changepoint estimation, segmented and strucchange. Two possible relevant papers are available: 1)Journal of Statistical Software for strucchange (2002, Vol.7, Issue2) 2)Rnews for segmented (2008, 8/1: 20-25) Hope this helps you vito FMH ha scritt

[R] Estimation in a changepoint regression with R

2009-10-15 Thread FMH
Dear All, I'm trying to do the estimation in a changepoint regression problem via R, but never found any suitable function which might help me to do this. Could someone give me a hand on this matter? Thank you. __ R-help@r-project.org mailing li