Spanning Trees Used for Network Inference (saturnin)
Bayesian inference of graphical model structures using spanning trees.
Regression Models with Breakpoints/Changepoints Estimation (segmented)
Given a regression model, segmented ‘updates’ the model by adding one or more segmented (i.e., piecewise-linear) relationships. Several variables with multiple breakpoints are allowed.
Testing, Monitoring, and Dating Structural Changes (strucchange)
Testing, monitoring and dating structural changes in (linear) regression models. strucchange features tests/methods from the generalized fluctuation test framework as well as from the F test (Chow test) framework. This includes methods to fit, plot and test fluctuation processes (e.g., CUSUM, MOSUM, recursive/moving estimates) and F statistics, respectively. It is possible to monitor incoming data online using fluctuation processes. Finally, the breakpoints in regression models with structural changes can be estimated together with confidence intervals. Emphasis is always given to methods for visualizing the data.