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lm.br: Linear Model with Breakpoint

Exact significance tests for a changepoint in linear or multiple linear regression. Confidence regions with exact coverage probabilities for the changepoint. Based on Knowles, Siegmund and Zhang (1991) <doi:10.1093/biomet/78.1.15>.

Version: 2.9.8
Depends: R (≥ 3.0.1), Rcpp (≥ 0.11.0)
Imports: stats, methods, graphics, datasets
LinkingTo: Rcpp
Published: 2024-09-27
DOI: 10.32614/CRAN.package.lm.br
Author: Marc Adams [aut, cre], authors of R function 'lm' [ctb] (general interface), authors of 'lm.gls' [ctb] (interface and R code for covariate weights), U.S. NIST [ctb] (C++ code for TNT::Vector template)
Maintainer: Marc Adams <lm.br.pkg at gmail.com>
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
Copyright: 'lm.br' uses the design and some R-code of 'lm' copyright (C) 2015 The R Foundation for Statistical Computing, and of 'lm.gls' copyright (C) 1994-2005 W. N. Venables and B. D. Ripley.
NeedsCompilation: yes
CRAN checks: lm.br results

Documentation:

Reference manual: lm.br.pdf
Vignettes: lm.br (source, R code)

Downloads:

Package source: lm.br_2.9.8.tar.gz
Windows binaries: r-devel: lm.br_2.9.8.zip, r-release: lm.br_2.9.8.zip, r-oldrel: lm.br_2.9.8.zip
macOS binaries: r-release (arm64): lm.br_2.9.8.tgz, r-oldrel (arm64): lm.br_2.9.8.tgz, r-release (x86_64): lm.br_2.9.8.tgz, r-oldrel (x86_64): lm.br_2.9.8.tgz
Old sources: lm.br archive

Linking:

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These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.