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>.
Versions across snapshots
| Version | Repository | File | Size |
|---|---|---|---|
0.1.0 |
rolling linux/jammy R-4.5 | RegKink_0.1.0.tar.gz |
17.2 KiB |
0.1.0 |
rolling linux/noble R-4.5 | RegKink_0.1.0.tar.gz |
17.2 KiB |
0.1.0 |
rolling source/ R- | RegKink_0.1.0.tar.gz |
3.0 KiB |
0.1.0 |
latest linux/jammy R-4.5 | RegKink_0.1.0.tar.gz |
17.2 KiB |
0.1.0 |
latest linux/noble R-4.5 | RegKink_0.1.0.tar.gz |
17.2 KiB |
0.1.0 |
latest source/ R- | RegKink_0.1.0.tar.gz |
3.0 KiB |
0.1.0 |
2026-04-26 source/ R- | RegKink_0.1.0.tar.gz |
3.0 KiB |
0.1.0 |
2026-04-23 source/ R- | RegKink_0.1.0.tar.gz |
3.0 KiB |
0.1.0 |
2026-04-09 windows/windows R-4.5 | RegKink_0.1.0.zip |
19.9 KiB |
0.1.0 |
2025-04-20 source/ R- | RegKink_0.1.0.tar.gz |
3.0 KiB |