CRAN/E | RegKink

RegKink

Regression Kink with a Time-Varying Threshold

Installation

About

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.

Key Metrics

Version 0.1.0
R ≥ 3.5.0
Published 2021-04-15 1159 days ago
Needs compilation? no
License GPL-2
License GPL-3
CRAN checks RegKink results

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Maintainer

Maintainer

Lixiong Yang

Authors

Lixiong Yang

aut / cre

Material

Reference manual
Package source

macOS

r-release

arm64

r-oldrel

arm64

r-release

x86_64

r-oldrel

x86_64

Windows

r-devel

x86_64

r-release

x86_64

r-oldrel

x86_64

Depends

R ≥ 3.5.0

Imports

MASS