Package: segmented 2.1-3

segmented: Regression Models with Break-Points / Change-Points Estimation (with Possibly Random Effects)

Fitting regression models where, in addition to possible linear terms, one or more covariates have segmented (i.e., broken-line or piece-wise linear) or stepmented (i.e. piece-wise constant) effects. Multiple breakpoints for the same variable are allowed. The estimation method is discussed in Muggeo (2003, <doi:10.1002/sim.1545>) and illustrated in Muggeo (2008, <https://www.r-project.org/doc/Rnews/Rnews_2008-1.pdf>). An approach for hypothesis testing is presented in Muggeo (2016, <doi:10.1080/00949655.2016.1149855>), and interval estimation for the breakpoint is discussed in Muggeo (2017, <doi:10.1111/anzs.12200>). Segmented mixed models, i.e. random effects in the change point, are discussed in Muggeo (2014, <doi:10.1177/1471082X13504721>). Estimation of piecewise-constant relationships and changepoints (mean-shift models) is discussed in Fasola et al. (2018, <doi:10.1007/s00180-017-0740-4>).

Authors:Vito M. R. Muggeo [aut, cre]

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segmented.pdf |segmented.html✨
segmented/json (API)
NEWS

# Install 'segmented' in R:
install.packages('segmented', repos = c('https://vitomuggeo.r-universe.dev', 'https://cloud.r-project.org'))

Peer review:

Datasets:
  • down - Down syndrome in babies
  • globTempAnom - Global temperature anomalies 1850-2023
  • plant - Plan organ dataset
  • stagnant - Stagnant band height data

On CRAN:

This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.

10.16 score 9 stars 194 packages 1000 scripts 31k downloads 64 mentions 69 exports 3 dependencies

Last updated 24 days agofrom:563e9916f6. Checks:OK: 7. Indexed: yes.

TargetResultDate
Doc / VignettesOKOct 26 2024
R-4.5-winOKOct 26 2024
R-4.5-linuxOKOct 26 2024
R-4.4-winOKOct 26 2024
R-4.4-macOKOct 26 2024
R-4.3-winOKOct 26 2024
R-4.3-macOKOct 26 2024

Exports:aapcbroken.linecoef.segmentedconfint.segmentedconfint.segmented.lmedavies.testdraw.historyfitted.segmented.lmefixef.segmented.lmeinterceptlines.segmentedlogLik.segmented.lmemodel.matrix.segmentedmodel.matrix.stepmentedplot.segmentedplot.segmented.lmeplot.stepmentedpoints.segmentedpredict.segmentedpredict.stepmentedprint.segmentedprint.segmented.lmeprint.stepmentedprint.summary.segmentedprint.summary.stepmentedpscore.testpwr.segsegseg.Ar.fitseg.Ar.fit.bootseg.controlseg.def.fitseg.def.fit.bootseg.glm.fitseg.glm.fit.bootseg.lm.fitseg.lm.fit.bootseg.num.fitseg.num.fit.bootsegmentedsegmented.Arimasegmented.defaultsegmented.glmsegmented.lmsegmented.lmesegmented.numericsegregselgmentedslopestep.glm.fitstep.glm.fit.bootstep.lm.fitstep.lm.fit.bootstep.num.fitstep.num.fit.bootstep.ts.fitstep.ts.fit.bootstepmentedstepmented.glmstepmented.lmstepmented.numericstepmented.tsstepregsummary.segmentedsummary.segmented.lmesummary.stepmentedvcov.segmentedvcov.segmented.lmevcov.stepmented

Dependencies:latticeMASSnlme

Readme and manuals

Help Manual

Help pageTopics
Segmented Relationships in Regression Models with Breakpoints / Changepoints Estimation (with Possibly Random Effects)segmented-package
Average annual per cent change in segmented trend analysisaapc
Fitted values for segmented relationshipsbroken.line
Confidence intervals for breakpointsconfint.segmented
Confidence intervals in segmented mixed modelsconfint.segmented.lme
Confidence intervals for jumpoints in stepmented regressionconfint.stepmented
Testing for a change in the slopedavies.test
Down syndrome in babiesdown
History for the breakpoint estimatesdraw.history
Fitted values for segmented mixed fitsfitted.segmented.lme
Global temperature anomalies 1850-2023globTempAnom
Intercept estimates from segmented relationshipsintercept
Bars for interval estimate of the breakpointslines.segmented
Bars for interval estimate of the breakpointslines.stepmented
Design matrix for segmented fitsmodel.matrix.segmented
Design matrix for stepmented fitsmodel.matrix.stepmented
Plan organ datasetplant
Plot method for segmented objectsplot.segmented
Plot method for segmented mixed objectsplot.segmented.lme
Plot method for stepmented objectsplot.stepmented
Points method for segmented objectspoints.segmented
Predict method for segmented model fitspredict.segmented
Predict method for stepmented model fitspredict.stepmented
Print method for the segmented classcoef.segmented print.segmented
Print method for the segmented.lme classfixef.segmented.lme logLik.segmented.lme print.segmented.lme
Testing for existence of one breakpointpscore.test
Power Analysis in segmented regressionpwr.seg
Specifying a segmented/stepmented term in the segreg/stepreg formulaseg
Auxiliary for controlling segmented/stepmented model fittingseg.control
Fitter Functions for Segmented Linear Modelsseg.Ar.fit seg.Ar.fit.boot seg.def.fit seg.def.fit.boot seg.glm.fit seg.glm.fit.boot seg.lm.fit seg.lm.fit.boot seg.num.fit seg.num.fit.boot segConstr.glm.fit segConstr.glm.fit.boot segConstr.lm.fit segConstr.lm.fit.boot
Segmented relationships in regression modelssegmented segmented.Arima segmented.default segmented.glm segmented.lm segmented.numeric
Segmented relationships in linear mixed modelssegmented.lme
Fitting segmented/stepmented regressionsegreg stepreg
Selecting the number of breakpoints in segmented regressionselgmented
Slope estimates from segmented/stepmented relationshipsslope
Stagnant band height datastagnant
Fitter Functions for stepmented Linear Modelsstep.glm.fit step.glm.fit.boot step.lm.fit step.lm.fit.boot step.num.fit step.num.fit.boot step.ts.fit step.ts.fit.boot
stepmented relationships in regression modelsstepmented stepmented.glm stepmented.lm stepmented.numeric stepmented.ts
Summarizing model fits for segmented regressionprint.summary.segmented summary.segmented
Summarizing model fits for segmented mixed-effects regressionsummary.segmented.lme
Summarizing model fits for stepmented regressionprint.stepmented print.summary.stepmented summary.stepmented
Variance-Covariance Matrix for a Fitted Segmented Modelvcov.segmented
Variance-Covariance Matrix for a Fitted Segmented Mixed Modelvcov.segmented.lme
Variance-Covariance Matrix for a Fitted Stepmented Modelvcov.stepmented