Hi Paolo,
Though bear in mind that making such comparisons by AIC can be rather
misleading, as we illustrated here
http://dx.doi.org/10./j.1558-5646.2011.01574.x , and a variety of
alternative exist.
(With apologies for highlighting my own work),
- Carl
On Tue, Apr 22, 2014 at 5:46 AM,
Hi Paolo,
the method for doing what you want is called 'SURFACE' and there is an
associated R package:
http://cran.r-project.org/web/packages/surface/index.html
The paper describing the method can be found here:
http://onlinelibrary.wiley.com/doi/10./2041-210X.12034/abstract
Cheers,
Florian
Hi Paolo,
I'm not sure if what you ask has been implemented yet in any package, but
something that you can do, in the case it hasn't, is to set up models with as
many regimes as you consider realistic and feasible and then compare them using
AIC.
Cheers,
Santiago
