This posting on StackOverflow might be useful to you. http://stackoverflow.com/questions/13810607/in-r-package-segmented-how-could-i-set-the-slope-of-one-of-lines-in-the-model
Jean On Thu, Aug 6, 2015 at 3:01 PM, Drew Morrison <dmorri...@seventhwave.org> wrote: > Hi, > > I'm working on a way to predict the electricity consumption of electrically > heated buildings as a function of outdoor air temperature. I've identified > a > three-segment linear model as a candidate for a good fit, with the slope of > the center section constrained to zero. I'm working with the segmented > package. I've searched some of the other posts on this forum and they've > been very helpful, but they don't address my big sticking point: how do I > constrain the slope of the center section of the model to 0, rather than > the > left or right section? > > Below is a script with simulated data and my first attempt at fitting the > model. You should be able to copy, paste, and run it. Thanks in advance. > Drew > > # three-piece segmented regression > # center section constrained to slope of 0. > > > # simulate and plot data > T<- 1:100 > energy<- 100+75*pmax(55-T,0)+25*pmax(T-70,0)+150*rnorm(50) > plot(T, energy) > > # create a linear model > model <- lm(energy~T) > #print(summary(model)) > > # start segmented regression > library(segmented) > seg_model <- segmented(model, seg.Z = ~ T, psi = list(T = c(52, 71))) > print(summary(seg_model)) > print(seg_model$psi) > print(slope(seg_model)) > > # plot regression lines > fitted_energy <- fitted(seg_model) > regression_model <- data.frame(Temperature = T, kWh = fitted_energy) > lines(x = T, y = fitted_energy, col = 1) > > # try constrained regression > TT<- -T # change signs of independent variable > model <- lm(energy~1) # constrain slope > seg_model <- segmented(model, seg.Z = ~ TT, psi = list(TT = c(-71, -52))) > print(summary(seg_model)) > print(seg_model$psi) > print(slope(seg_model)) > > # plot constrained regression > fitted_energy <- fitted(seg_model) > regression_model <- data.frame(Temperature = T, kWh = fitted_energy) > lines(x = T, y = fitted_energy, col = 2) > > > > -- > View this message in context: > http://r.789695.n4.nabble.com/Piecewise-segmented-linear-regression-with-center-section-slope-constraint-tp4710839.html > Sent from the R help mailing list archive at Nabble.com. > > ______________________________________________ > R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see > 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 -- To UNSUBSCRIBE and more, see 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.
