dear all, The package segmented allows to estimate piecewise linear relationships (*connected* lines, i.e. a gradual change in the slope) with several breakpoints (known or unknown) within (generalized) linear models.. The package also includes some functions for plotting and testing..
Have a look to library(help=segmented) ?segmented and references therein (there is a Rnews paper that could be useful..) vito PS If I remember correctly strucchange fits "piecewise constant" models, i.e. sudden changes in the intercept. ==================================== Vito M.R. Muggeo Dip.to Sc Statist e Matem `Vianelli' Università di Palermo viale delle Scienze, edificio 13 90128 Palermo - ITALY tel: 091 23895240 fax: 091 485726/485612 http://dssm.unipa.it/vmuggeo ==================================== On Fri, 14 Jan 2011 14:14:26 -0500, John Sorkin wrote > If you know the knot and want linear segments, lm (or any other "normal" > regression software) can perform the analysis. For example if you want to > regress y on x and have a knot a 20 the following code will work: > > x <- runif(500,0,40) > plot(x) > > for (i in 1:500) { > if (x[i] < 20) y[i] <- (-0.5*x[i])+rnorm(1) > if (x[i] >= 20) y[i] <- ( 0.5*x[i])+rnorm(1) -20 > } > > plot(x,y) > > knot <- 20 > aboveknot <- pmax(x-knot,rep(0,500))# will be 0 for x < 20, x for x >20 > fit1 <- lm(y~x+aboveknot) > summary(fit1) > > The analysis will give you three parameters > (1) the intercept > (2) the slope of below 20 > (3) the difference between the slope below 20 and above 20 > > John > > John Sorkin M.D., Ph.D. > Chief, Biostatistics and Informatics > Baltimore VA Medical Center GRECC, > University of Maryland School of Medicine Claude D. Pepper OAIC, > University of Maryland Clinical Nutrition Research Unit, and > Baltimore VA Center Stroke of Excellence > > University of Maryland School of Medicine > Division of Gerontology > Baltimore VA Medical Center > 10 North Greene Street > GRECC (BT/18/GR) > Baltimore, MD 21201-1524 > > (Phone) 410-605-7119 > (Fax) 410-605-7913 (Please call phone number above prior to faxing) > jsor...@grecc.umaryland.edu > > >>> Gene Leynes <gleyne...@gmail.com> 1/14/2011 11:50 AM >>> > oh yes, and the structchange package. > > After a day of experimentation I couldn't figure out how to get the > structchange package to work for my problems. Although it is probably user > error on my part, the package seems to be specific to time series problems. > Also, I think it needed regularly spaced x's... but maybe that would be a > good thing to look at as part of a two step approach (smoothing first to get > regularly spaced data). > > PS: Actually, I just noticed that there are some other help topics that I > had not read yet which went up last November. > http://r-project.markmail.org/thread/npjhlwwt6oh3sby3 > > On Fri, Jan 14, 2011 at 10:25 AM, Spencer Graves < > spencer.gra...@structuremonitoring.com> wrote: > > > Hello: > > > > > > I just found 58 help pages in 32 contributed packages containing the > > terms "piecewise" and "regression", as follows: > > > > > > library(sos) > > pr <- ???'piecewise regression' # for "piecewise" with "regression" > > summary(pr) # 58 matches in 32 packages > > pr # view the 58 links sorted by package in a web browser > > > > p.r <- ???"{piecewise regression}" # for "piecewise" followed immediate by > > "regression" > > summary(p.r) # 15 matches in 13 packages > > p.4 # to view in a web browser > > > > > > Beyond this, the "structchange" package supports looking for changes > > that would be, e.g., linear in one segment then jump to a different linear > > regime. If you want the lines to connect, then you may want splines. > > Probably the most common spline is cubic, but you can also get linear > > splines. One of the most general spline packages is "fda" (functional data > > analysis), with multiple companion books by James Ramsay and others. > > However, there are other spline packages. > > > > > > If this does not answer your question, "PLEASE do read the posting > > guide http://www.R-project.org/posting-guide.html and provide commented, > > minimal, self-contained, reproducible code", as it says in the signature > > block for each email on this list. > > > > > > Hope this helps. > > Spencer Graves > > > > > > > > On 1/14/2011 6:42 AM, Federico Bonofiglio wrote: > > > >> Hello everybody!!!! > >> > >> Quick question, if you'd like to throw a little tip: > >> does anyone knows a function that runs piecewise regression models with > >> coefficients estimation and inferences ? > >> > >> Thank you > >> > >> [[alternative HTML version deleted]] > >> > >> ______________________________________________ > >> R-help@r-project.org mailing list > >> https://stat.ethz.ch/mailman/listinfo/r-help > >> PLEASE do read the posting guide > >> http://www.R-project.org/posting-guide.html > >> and provide commented, minimal, self-contained, reproducible code. > >> > >> > > ______________________________________________ > > R-help@r-project.org mailing list > > https://stat.ethz.ch/mailman/listinfo/r-help > > PLEASE do read the posting guide > > http://www.R-project.org/posting-guide.html > > and provide commented, minimal, self-contained, reproducible code. > > > > [[alternative HTML version deleted]] > > ______________________________________________ > R-help@r-project.org mailing list > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide http://www.R-project.org/posting-guide.html > and provide commented, minimal, self-contained, reproducible code. > > Confidentiality Statement: > This email message, including any attachments, is for ...{{dropped:12}} ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
