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Full_Name: Kirk Hampel Version: 2.4.1 OS: Windows Submission from: (NULL) (144.53.251.2) Given an AR(p) model, the last p SE's are wrong. The source of the bug is that the C code (ver 2.4.0) assumes *npsi is the length of the psi vector (which is n+p), whilst the predict.ar function in R passes out as.integer(npsi), where npsi <- n-1. Some R code following reproduces the error. Let p=4, n=6, then > ar<-c(-0.5,0.25,-0.125,0.0625) > Mod(polyroot(c(1,-ar))) # ar model is stationary [1] 1....

...gepoints of segmented, i.e. piecewise linear, relationships in (generalized) linear models. Starting with version 2.0-0, it is also possible to model stepmented, i.e. piecewise constant, effects. In the last release both models may be fitted via a formula interface, such as segreg(y ~ seg(x1, npsi=2) + seg(x2) + z) stepreg(y ~ seg(x1, npsi=2) + seg(x2) +seg(x3, npsi=3) + z, family=poisson) There is virtually no limit in the number of covariates and corresponding number of changepoints to be estimated. thank you, kind regards, Vito -- ================================================= V...

...gepoints of segmented, i.e. piecewise linear, relationships in (generalized) linear models. Starting with version 2.0-0, it is also possible to model stepmented, i.e. piecewise constant, effects. In the last release both models may be fitted via a formula interface, such as segreg(y ~ seg(x1, npsi=2) + seg(x2) + z) stepreg(y ~ seg(x1, npsi=2) + seg(x2) +seg(x3, npsi=3) + z, family=poisson) There is virtually no limit in the number of covariates and corresponding number of changepoints to be estimated. thank you, kind regards, Vito -- ================================================= V...