bentcableAR: Bent-Cable Regression for Independent Data or Autoregressive Time Series

Included are two main interfaces for fitting and diagnosing bent-cable regressions for autoregressive time-series data or independent data (time series or otherwise): 'bentcable.ar()' and 'bentcable.dev.plot()'. Some components in the package can also be used as stand-alone functions. The bent cable (linear-quadratic-linear) generalizes the broken stick (linear-linear), which is also handled by this package. Version 0.2 corrects a glitch in the computation of confidence intervals for the CTP. References that were updated from Versions 0.2.1 and 0.2.2 appear in Version 0.2.3 and up. Version 0.3.0 improves robustness of the error-message producing mechanism. It is the author's intention to distribute any future updates via GitHub.

Version: 0.3.0
Published: 2015-04-10
Author: Grace Chiu, CSIRO, CSIT Bldg, ANU Campus, Acton, ACT 2601, Australia
Maintainer: Grace Chiu <bentcable at gmail.com>
License: GPL (≥ 3)
NeedsCompilation: no
In views: TimeSeries
CRAN checks: bentcableAR results

Downloads:

Reference manual: bentcableAR.pdf
Package source: bentcableAR_0.3.0.tar.gz
Windows binaries: r-devel: bentcableAR_0.3.0.zip, r-release: bentcableAR_0.3.0.zip, r-oldrel: bentcableAR_0.3.0.zip
OS X Snow Leopard binaries: r-oldrel: bentcableAR_0.3.0.tgz
OS X Mavericks binaries: r-release: bentcableAR_0.3.0.tgz
Old sources: bentcableAR archive