dear R users,
I am pleased to announce that segmented 2.1-0 is now available on CRAN.
segmented focuses on estimation of breakpoints/changepoints of
segmented, i.e. piecewise linear, relationships in (generalized) linear
models. Starting with version 2.0-0, it is also possible to model
stepmented, i.e. piecewise constant, effects.
In the last release both models may be fitted via a formula interface,
such as
segreg(y ~ seg(x1, npsi=2) + seg(x2) + z)
stepreg(y ~ seg(x1, npsi=2) + seg(x2) +seg(x3, npsi=3) + z, family=poisson)
There is virtually no limit in the number of covariates and
corresponding number of changepoints to be estimated.
thank you,
kind regards,
Vito
--
=================================================
Vito M.R. Muggeo, PhD
Professor of Statistics
Dip.to Sc Econom, Az e Statistiche
Università di Palermo
viale delle Scienze, edificio 13
90128 Palermo - ITALY
tel: 091 23895240; fax: 091 485726
http://www.unipa.it/persone/docenti/m/vito.muggeo
Assoc Editor: Statist Modelling, Statist Meth Appl
past chair, Statistical Modelling Society
coordinator, PhD Program in Econ, Businss, Statist
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