Hello all,
I have 3 time series (tt) that I've fitted segmented regression models
to, with 3 breakpoints that are common to all, using code below
(requires segmented package). However I wish to specifiy a zero
coefficient, a priori, for the last segment of the KW series (green)
only. Is this possible to do with segmented? If not, could someone point
in a direction?
The final goal is to compare breakpoint sets for differences from those
derived from other data.
Thanks in advance,
Brendan.
library(segmented)
df<-data.frame(y=c(0.12,0.12,0.11,0.19,0.27,0.28,0.35,0.38,0.46,0.51,0.5
8,0.59,0.60,0.57,0.64,0.68,0.72,0.73,0.78,0.84,0.85,0.83,0.86,0.88,0.88,
0.95,0.95,0.93,0.92,0.97,0.86,1.00,0.85,0.97,0.90,1.02,0.95,0.54,0.53,0.
50,0.60,0.70,0.74,0.78,0.82,0.88,0.83,1.00,0.85,0.96,0.84,0.86,0.82,0.86
,0.84,0.84,0.84,0.77,0.69,0.61,0.67,0.73,0.65,0.55,0.58,0.56,0.60,0.50,0
.50,0.42,0.43,0.44,0.42,0.40,0.51,0.60,0.63,0.71,0.74,0.82,0.82,0.85,0.8
9,0.91,0.87,0.91,0.93,0.95,0.95,0.97,1.00,0.96,0.90,0.86,0.91,0.94,0.96,
0.88,0.88,0.88,0.92,0.82,0.85),
tt=c(141.6,141.6,141.6,183.2,212.8,227.0,242.4,271.5,297.4,312.3,331.4,3
42.4,346.3,356.6,371.6,408.8,408.8,419.5,434.4,464.5,492.6,521.7,550.5,5
50.3,565.4,588.0,602.9,623.7,639.6,647.9,672.6,680.6,709.7,709.7,750.2,7
50.2,750.2,141.6,141.6,141.6,183.2,212.8,227.0,242.4,271.5,297.4,312.3,3
31.4,342.4,346.3,356.6,371.6,408.8,408.8,419.5,434.4,464.5,492.6,521.7,5
50.5,550.3,565.4,588.0,602.9,623.7,639.6,647.9,672.6,680.6,709.7,709.7,1
41.6,141.6,141.6,183.2,212.8,227.0,242.4,271.5,297.4,312.3,331.4,342.4,3
46.3,356.6,371.6,408.8,408.8,419.5,434.4,464.5,492.6,521.7,550.5,550.3,5
65.4,588.0,602.9,623.7,639.6,647.9,672.6,709.7),
group=c(rep("RKW",37),rep("RWC",34),rep("RKV",32)))
init.bp <- c(297.4,639.6,680.6)
lm.1 <- lm(y~tt+group,data=df)
seg.1 <- segmented(lm.1, seg.Z=~tt, psi=list(tt=init.bp))
> version
_
platform i386-pc-mingw32
arch i386
os mingw32
system i386, mingw32
status
major 2
minor 6.0
year 2007
month 10
day 03
svn rev 43063
language R
version.string R version 2.6.0 (2007-10-03)
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