A few days ago I uploaded to CRAN a new package called segmented.

The package contains functions to fit (generalized) linear models with
`segmented' (or `broken-line' or `piecewise linear') relationships between
the response and one or more explanatory variables according to methodology
described in

Muggeo VMR (2003), Estimating regression models with unknown break-points,
Statistics in Medicine, 22, 3055-3071.

I would be very grateful for comments and suggestions,

best,
vito

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