[R] Estimation in a changepoint regression with R

Vito Muggeo (UniPa) vito.muggeo at unipa.it
Thu Oct 15 13:48:34 CEST 2009

There are at least two R packages dealing with changepoint estimation, 
segmented and strucchange.
Two possible relevant papers are available:
1)Journal of Statistical Software for strucchange (2002, Vol.7, Issue2) 
2)Rnews for segmented (2008, 8/1: 20-25)

Hope this helps you

FMH ha scritto:
> Dear All,
> I'm trying to do the estimation in a changepoint regression problem via R, but never found any suitable function which might help me to do this. 
> Could someone give me a hand on this matter?
> Thank you.
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Vito M.R. Muggeo
Dip.to Sc Statist e Matem `Vianelli'
Università di Palermo
viale delle Scienze, edificio 13
90128 Palermo - ITALY
tel: 091 6626240
fax: 091 485726/485612

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