Dear Robert, In general it may be difficult to estimate a model with generic (possibly nonlinear) functions before/after the changepoint to be estimated too.
However if you are willing to make some restrinctions on your F1(.) and F2(.), you could semplify the problem.. For instance, have a look to the strucchange and segmented packages. The former mainly deals with time series data, the latter with GLM. hope this helps, vito PS Of course you can always perform a grid-search algorithm by fitting different models for each fixed alpha, and picking the value that maximizes the Lik.. ----- Original Message ----- From: Robert Musk <[EMAIL PROTECTED]> To: <[EMAIL PROTECTED]> Sent: Wednesday, July 14, 2004 6:43 AM Subject: [R] solving for a transition point in a piecewise nonlinear model > I want to fit a piecewise nonlinear model in which the transition point is > an estimated parameter. > > Something like: > > F(x)=F1(x) when x>alpha, > F(x)=F2(x) when x<=alpha. > > How can I solve for alpha within the nls call? > > Thanks, > Rob > > ______________________________________________ > [EMAIL PROTECTED] mailing list > https://www.stat.math.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html ______________________________________________ [EMAIL PROTECTED] mailing list https://www.stat.math.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
