RegKink: Regression Kink with a Time-Varying Threshold

An algorithm is proposed to estimate regression kink model proposed by the paper, Lixiong Yang and Jen-Je Su (2018) <doi:10.1016/j.jimonfin.2018.06.002>.

Version: 0.1.0
Depends: R (≥ 3.5.0)
Imports: MASS
Published: 2021-04-15
DOI: 10.32614/CRAN.package.RegKink
Author: Lixiong Yang [aut, cre]
Maintainer: Lixiong Yang <ylx at>
License: GPL-2 | GPL-3 [expanded from: GPL]
NeedsCompilation: no
CRAN checks: RegKink results


Reference manual: RegKink.pdf


Package source: RegKink_0.1.0.tar.gz
Windows binaries: r-devel:, r-release:, r-oldrel:
macOS binaries: r-release (arm64): RegKink_0.1.0.tgz, r-oldrel (arm64): RegKink_0.1.0.tgz, r-release (x86_64): RegKink_0.1.0.tgz, r-oldrel (x86_64): RegKink_0.1.0.tgz


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