Hi One possibility is to use segmented
e.g > a <- c(2,3,3,5,6,8,8,9,15, 25, 34,36,36,38,41,43,44,44,46) > ix <- seq_along(a) > plot(ix,a) > library(segmented) > fit<-lm(a~ix) > fit.s<-segmented(fit, ~ix, list(ix=c(5,10))) > fit.s Call: segmented.lm(obj = fit, seg.Z = ~ix, psi = list(ix = c(5, 10))) Meaningful coefficients of the linear terms: (Intercept) ix U1.ix U2.ix 0.6785714 1.0714286 8.9285714 -8.4500000 Estimated Break-Point(s) psi1.ix psi2.ix : 8.476 10.880 Regards Petr r-help-boun...@r-project.org napsal dne 22.04.2009 15:45:55: > Gabor, initially this looked like the perfect solution, exactly what I > need. > > Unfortunately it is too expensive/costly. I have vectors of length 800 > and more, my machine needs > 5 minutes (I aborted) to compute the > breakpoints. Required is computation time < 1 sec. :) > > Any other suggestions? Maybe there is another approach not that > perfect as from the strucchange package, but still sufficient? > > Best > Henning > > > Am 22.04.2009 um 14:55 schrieb Gabor Grothendieck: > > > Try this: > > > >> a <- c(2,3,3,5,6,8,8,9,15, 25, 34,36,36,38,41,43,44,44,46); > >> ix <- seq_along(a) > >> library(strucchange) > >> bp <- breakpoints(a ~ ix, h = 4) > >> bp > > > > Optimal 3-segment partition: > > > > Call: > > breakpoints.formula(formula = a ~ ix, h = 4) > > > > Breakpoints at observation number: > > 7 11 > > > > Corresponding to breakdates: > > 0.3684211 0.5789474 > >> plot(a ~ ix) > >> lines(ix, fitted(bp)) > > > > > > On Wed, Apr 22, 2009 at 7:27 AM, Hans-Henning Gabriel > > <hanshenning.gabr...@gmail.com> wrote: > >> Hi, > >> > >> suppose I have a simple sorted vector like this: > >> > >> a <- c(2,3,3,5,6,8,8,9,15, 25, 34,36,36,38,41,43,44,44,46); > >> > >> Is there a function in R, I can use to discover that from index 8 > >> to index > >> 11 the values are changing significantly? > >> The function should return a value pointing to one of the indices > >> 8, 9, 10 > >> or 11. Any of them would be fine. > >> The difficulty is that there may be no big gap. I mean, indices 8 > >> and 11 are > >> somehow "connected" by indices 9 and 10. So, it's not an option to > >> just > >> search for biggest difference between the values. > >> > >> Perfect would be a function that is able to discover multiple > >> changes if it > >> is present in the data. > >> > >> Thanks!! > >> Henning > >> > >> ______________________________________________ > >> 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. ______________________________________________ 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.
