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

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