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: |
2.9.4 |
| Depends: |
R (≥ 4.0.0), Rcpp (≥ 0.11.0) |
| Imports: |
stats, methods, graphics, datasets |
| LinkingTo: |
Rcpp |
| Published: |
2021-10-19 |
| 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 |