segmented (version 2.1-4)
Regression Models with Break-Points / Change-Points Estimation
(with Possibly Random Effects)
Description
Fitting regression models where, in addition to possible linear terms, one or more covariates have segmented (i.e., broken-line or piece-wise linear) or stepmented (i.e. piece-wise constant) effects. Multiple breakpoints for the same variable are allowed.
The estimation method is discussed in Muggeo (2003, ) and
illustrated in Muggeo (2008, ). An approach for hypothesis testing is presented
in Muggeo (2016, ), and interval estimation for the breakpoint is discussed in Muggeo (2017, ).
Segmented mixed models, i.e. random effects in the change point, are discussed in Muggeo (2014, ).
Estimation of piecewise-constant relationships and changepoints (mean-shift models) is
discussed in Fasola et al. (2018, ).