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MEsreg  

Generalized Maximum Entropy Estimation for Smooth Transition and Kink Regression Models
View on CRAN: Click here


Download and install MEsreg package within the R console
Install from CRAN:
install.packages("MEsreg")

Install from Github:
library("remotes")
install_github("cran/MEsreg")

Install by package version:
library("remotes")
install_version("MEsreg", "0.1.0")



Attach the package and use:
library("MEsreg")
Maintained by
Woraphon Yamaka
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2026-04-07
Latest Update: 2026-04-07
Description:
Implements generalized maximum entropy estimation for linear regression, kink regression, and smooth transition kink regression models. The approach represents unknown parameters and disturbances as probability distributions over discrete support spaces and estimates them by maximizing entropy subject to model constraints. It is particularly suited to ill-posed problems and does not require distributional assumptions on the error term. The methods have been applied in empirical studies such as Tarkhamtham and Yamaka (2019) <https://thaijmath.com/index.php/thaijmath/article/view/867/870> and Maneejuk, Yamaka, and Sriboonchitta (2022) <doi:10.1080/03610918.2020.1836214>.
How to cite:
Woraphon Yamaka (2026). MEsreg: Generalized Maximum Entropy Estimation for Smooth Transition and Kink Regression Models. R package version 0.1.0, https://cran.r-project.org/web/packages/MEsreg. Accessed 24 Oct. 2026.
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