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RegKink: Regression Kink with a Time-Varying Threshold

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>.

Version:0.1.0
Depends:R (≥ 3.5.0)
Imports:MASS
Published:2021-04-15
DOI:10.32614/CRAN.package.RegKink
Author:Lixiong Yang [aut, cre]
Maintainer:Lixiong Yang <ylx at lzu.edu.cn>
License:GPL-2 |GPL-3 [expanded from: GPL]
NeedsCompilation:no
CRAN checks:RegKink results

Documentation:

Reference manual:RegKink.html ,RegKink.pdf

Downloads:

Package source: RegKink_0.1.0.tar.gz
Windows binaries: r-devel:RegKink_0.1.0.zip, r-release:RegKink_0.1.0.zip, r-oldrel:RegKink_0.1.0.zip
macOS binaries: r-release (arm64):RegKink_0.1.0.tgz, r-oldrel (arm64):RegKink_0.1.0.tgz, r-release (x86_64):RegKink_0.1.0.tgz, r-oldrel (x86_64):RegKink_0.1.0.tgz

Linking:

Please use the canonical formhttps://CRAN.R-project.org/package=RegKinkto link to this page.


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