bentcableAR (0.2.1)

Bent-Cable Regression for Independent Data or Autoregressive Time Series.

http://cran.r-project.org/web/packages/bentcableAR

This package contains two main interfaces for fitting and diagnosing bent-cable regressions for autoregressive time-series data or independent data (time series or otherwise). The interfaces are 'bentcable.ar()' and 'bentcable.dev.plot()'. Some components in the package can also be used as stand-alone functions. The bent cable (linear-quadratic-linear) generalizes the broken stick (linear-linear), which is also handled by this package. Version 0.2 corrects a glitch in the computation of confidence intervals for the CTP.

Maintainer: author
Author(s): Grace Chiu <bentcable@hush.com>, Assistant Professor, Department of Statistics and Actuarial Science, University of Waterloo, Waterloo, ON, N2L 3G1, Canada

License: GPL (>= 3)

Uses: Does not use any package

Released about 10 years ago.