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
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.pdf

Downloads:

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

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