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
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
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.
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