Change Point Estimation for Regression with Varying Segments and Heteroscedastic Variances

Estimation of varying regression segments and a change point in 2-segment regression models with heteroscedastic variances, and with or without a smoothness constraint at the change point.


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install.packages("vrcp")

0.1.1 by Yulei Wang, 2 years ago


Browse source code at https://github.com/cran/vrcp


Authors: Jiayang Sun, Yulei Wang, and Junheng Ma


Documentation:   PDF Manual  


GPL-2 | GPL-3 license


Imports splines

Depends on ggplot2


See at CRAN