cthreshER - Continuous Threshold Expectile Regression
Estimation and inference methods for the continuous threshold expectile regression. It can fit the continuous threshold expectile regression and test the existence of change point, for the paper, "Feipeng Zhang and Qunhua Li (2016). A continuous threshold expectile regression, submitted."
Last updated 8 years ago
1.00 score 1 stars 4 scripts 148 downloadsRbent - Robust Bent Line Regression
An implementation of robust bent line regression. It can fit the bent line regression and test the existence of change point, for the paper, "Feipeng Zhang and Qunhua Li (2016). Robust bent line regression, submitted."
Last updated 9 years ago
1.00 score 4 scripts 158 downloads