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 scritto:
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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--
====================================
Vito M.R. Muggeo
Dip.to Sc Statist e Matem `Vianelli'
Università di Palermo
viale delle Scienze, edificio 13
90128 Palermo - ITALY
tel: 091 6626240
fax: 091 485726/485612
http://dssm.unipa.it/vmuggeo
______________________________________________
R-help@r-project.org mailing list
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PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.
