# Estimation and Hypothesis Testing for Threshold Regression

## Documentation for package ‘chngpt’ version 2024.11-15

- DESCRIPTION file.
- User guides, package vignettes and other documentation.

## Help Pages

AIC.chngptm | Threshold Models Estimation
antoch.test | Threshold Model Hypothesis Testing
chngpt | chngpt Package
chngpt.test | Threshold Model Hypothesis Testing
chngptm | Threshold Models Estimation
chngptm.xy | Threshold Models Estimation
coef.0.ls | Simulation Study Parameters
coef.chngptm | Threshold Models Estimation
convert.coef | Helper functions
dat.mtct | An Example Dataset
dat.mtct.2 | An Example Dataset
double.hinge | Fit Double Hinge Models
fitted.double.hinge | Fit Double Hinge Models
hinge.test | A non-nested hypothesis testing problem for threshold regression models
lidar | Light Detection and Ranging Data
lincomb | Threshold Models Estimation
logLik.chngptm | Threshold Models Estimation
nutrition | Infant Nutrition Data
performance.unit.test | Perform unit testing for performance evaluation.
plot.chngpt.test | Threshold Model Hypothesis Testing
plot.chngptm | Threshold Models Estimation
plot.double.hinge | Fit Double Hinge Models
predict.chngptm | Threshold Models Estimation
predictx | Helper functions
print.chngptm | Threshold Models Estimation
residuals.chngptm | Threshold Models Estimation
residuals.double.hinge | Fit Double Hinge Models
sim.alphas | Simulation Parameters
sim.chngpt | Simulation Function
sim.hinge | Simulation function
sim.my | Simulate data
sim.pastor | Simulate data according to one of the scenarios considered in Pastor-Barriuso et al 2003
sim.threephase | Simulation Function
sim.twophase.ran.inte | Simulation Function
summary.chngptm | Threshold Models Estimation
threshold.func | Helper functions
vcov.chngptm | Threshold Models Estimation