NEWS.md

thrreg 0.1.1 (July 28, 2020)

thr_est()

• New argument: inf.crit
• Compute additional statistics (adjusted R^2, AIC, BIC, HQC) for linear model
• Compute additional statistics (joint adjusted R^2, joint AIC, joint BIC, joint HQC) for full threshold model

thrreg 0.1.0 (January 29, 2020)

Updates and changes in functions compared to original source code by Bruce E. Hansen.

thr_test_hom() and thr_test_het()

• New arguments: var.names, cr, graph, quick
• A data.frame can be passed
• Arguments yi, xi, qi may be of type integer or character
• Output in LaTeX format

thr_est()

• New arguments: test.pvalue, conf2, nonpar, graph, signif.level, digits, integer.digits, header, output.short, signif.legend
• A data.frame can be passed
• Arguments yi, xi, qi may be of type integer or character
• Loop over different significance levels c(.9, .95, .99) for estimation of coefficients
• Definition of notation for significance levels c(.9, .95, .99) for threshold test and estimated coefficients
  • for "stars": number of stars
  • for "colors": red/blue tones for positive/negative estimates
• Constructs a summarizing threshold regression table with estimates, standard errors, and significance levels for both regimes
• Changed "Constant" to "Const" for shorter output in tables
• Output in LaTeX format