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

This package contains two main interfaces for fitting and diagnosing bent-cable regressions for autoregressive time-series data or independent data (time series or otherwise). The interfaces are '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.

Version: 0.2.1
Published: 2009-06-19
Author: Grace Chiu, Assistant Professor, Department of Statistics and Actuarial Science, University of Waterloo, Waterloo, ON, N2L 3G1, Canada
Maintainer: author <bentcable at hush.com>
License: GPL (≥ 3)
In views: TimeSeries
CRAN checks: bentcableAR results

Downloads:

Package source: bentcableAR_0.2.1.tar.gz
MacOS X binary: bentcableAR_0.2.1.tgz
Windows binary: bentcableAR_0.2.1.zip
Reference manual: bentcableAR.pdf
Old sources: bentcableAR archive