This arrived without a refers to in its headers and was a follow up to:
On Aug 25, 2011, at 9:33 PM, Jim Silverton wrote:
Hi all,
I have some data. I want to fit a smooth cdf to the data. Then I
want to
find both the value of x and the % on the y axis for which the the
slope is
1 ( or the point where the slope change is the greatest...hummh
well the
part where you can identify where there is a point of
inflection...for want
of a better word. Any ideas?
On Aug 26, 2011, at 12:59 AM, Jim Silverton wrote:
x = c(runif(1000, 0,2.5), runif(100, 2.5, 4))
plot(ecdf(x))
You will notice a sharp turn around x = 2.5
How do I get that value of x using R?
So you are not interested in a specific slope or in the inflection
points (since there is no no inflection in this example but rather in
the point at which the slope changes. The is a package, structcahange
that looks at segmented models but in this simple instance I could not
get it to return resuslts that I thought were consistent with the data.
In a sense it is like a statistical process control problem. Cusums
are often used to follow measurements that have a random and
systematic component and which may shift their behavior. This is a
simple demonstration of the advantages of that approach. Just take the
median value and track cumulative sums:
csum.x <- cumsum(x-median(x))
plot( csum.x)
which.min(csum.x)
#'[1] 999
--
David Winsemius, MD
West Hartford, CT
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