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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.
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. |
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Maintainer | Marc Adams |