On Mon, 1 Mar 2010, FMH wrote:
Dear All,
I'm trying to find changepoints in a data series which only consist of 11
measurements of altitude(x) and temperature(y), respectively, in which the data
are as followed:
y = 16.3, 16.2, 16.1, 15.6, 14.2, 10, 8.2, 8.0, 7.5, 7.3, 7.2
x = 1, 2, 5, 10, 15, 20, 25, 30, 40, 50, 60
From the above series, i reckon there is more than one changepoint and
presuming there is a package in R which might enable the estimation on
such changepoints.
It depends what exactly you mean by changepoint, especially because the
curve looks more sigmoidal than with a clear-cut change. Maybe these have
been averaged already.
In any case, some useful methods might include:
o maxstat_test() in package "coin" for changepoint estimation via
maximally selected statistics
o breakpoints() in package "strucchange" for OLS estimation of two
separate constant means
o segmented() in package "segmented" for OLS estimation of a broken
line trend
If you are looking for two separate constant means, I would probably
employ the maximally selected statistics in this situation:
## data
x <- c(1, 2, 5, 10, 15, 20, 25, 30, 40, 50, 60)
y <- c(16.3, 16.2, 16.1, 15.6, 14.2, 10, 8.2, 8.0, 7.5, 7.3, 7.2)
plot(y ~ x, type = "b")
## test
library("coin")
maxstat_test(y ~ x)
## add estimated changepoint
abline(v = 15, lty = 2)
hth,
Z
Could someone please advice me on this matter by using R?
Cheers,
FMH
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