segmented: An R package to Fit Regression Models with Broken-Line Relationships

Segmented or broken-line models are regression models where the relationships between the response and one or more explanatory variables are piecewise linear, namely represented by two or more straight lines connected at unknown values: these values are usually referred as breakpoints, changepoints or even joinpoints. Hereafter we use such words indistinctly. Broken-line relationships are common in many fields, including epidemiology, occupational medicine, toxicology, and ecology, where sometimes it is of interest to assess threshold value where the effect of the covariate changes (Ulm, 1991; Betts et al., 2007).