[R] breakpoints

2014-10-28 Thread Erasmo Papagni
Hello, Using the package strucchange to implement Bai-Perron methods I found that sometimes intervals between 2 break dates are exactly equal to the minimum that I set in the command breakpoints. I think this is a problem and a signal of possible different breaks with a trimming value

Re: [R] breakpoints

2014-10-28 Thread Achim Zeileis
On Tue, 28 Oct 2014, Erasmo Papagni wrote: Hello, Using the package strucchange to implement Bai-Perron methods I found that sometimes intervals between 2 break dates are exactly equal to the minimum that I set in the command breakpoints. I think this is a problem and a signal of possible

[R] Breakpoints and non linear regression

2012-11-09 Thread thomas88
Hello, I have done some research about breakpoints (I am not a statistician) and I found out about the breakpoint, strucchange and segmented packages in R allowing to find breakpoints assuming linear model. However, I would like to fit a periodic time series with a non linear (periodic) model,

Re: [R] Breakpoints and non linear regression

2012-11-09 Thread Achim Zeileis
On Fri, 9 Nov 2012, thomas88 wrote: Hello, I have done some research about breakpoints (I am not a statistician) and I found out about the breakpoint, strucchange and segmented packages in R allowing to find breakpoints assuming linear model. However, I would like to fit a periodic time

Re: [R] Breakpoints and non linear regression

2012-11-09 Thread Achim Zeileis
On Fri, 9 Nov 2012, Thomas Coquet wrote: Hello, I already tried and looked at the bfast package (very nice package by the way!) as I am working on VI time series as well. Good! :-) However, my model is definitely not linear, Not even after taking logs or some other transformation? In

Re: [R] Breakpoints and non linear regression

2012-11-09 Thread Thomas Coquet
Hello, I already tried and looked at the bfast package (very nice package by the way!) as I am working on VI time series as well. However, my model is definitely not linear, so in worst case scenario my idea was to use the bfast package to find the breakpoints (with the harmonic fit) and then to

Re: [R] breakpoints and nonlinear regression

2012-01-19 Thread Vito Muggeo (UniPa)
dear Julian, Il 18/01/2012 14.36, crimsonengineer87 ha scritto: Thanks for the comments. Yes, I also had segmented and then I went away from that. I can't remember. I've tried using it but I get some sort of strange error. Here's some code ... it is difficult for me to help you without

Re: [R] breakpoints and nonlinear regression

2012-01-18 Thread crimsonengineer87
Thanks for the comments. Yes, I also had segmented and then I went away from that. I can't remember. I've tried using it but I get some sort of strange error. Here's some code ... pavlu.glm - glm(Na ~ yield, data=pavludata, family=gaussian) pavlu.seg - segmented(pavlu.glm, seg.Z=~yield,

[R] breakpoints and nonlinear regression

2012-01-17 Thread crimsonengineer87
Dear Forum, I have been wracking my head over this problem for the past few days. I have a dataset of (x,y). I have been able to obtain a nonlinear regression line using nls. However, we would like to do some statistical analysis. I would like to obtain a confidence interval for the curve. We

Re: [R] breakpoints and nonlinear regression

2012-01-17 Thread Kenneth Frost
Hi, Julian- I'm not sure if this will be what you want but you could start by taking a look at: ?predict.nls Ken On 01/17/12, crimsonengineer87 julianjonre...@gmail.com wrote: Dear Forum, I have been wracking my head over this problem for the past few days. I have a dataset of (x,y). I

Re: [R] breakpoints and nonlinear regression

2012-01-17 Thread Kenneth Frost
Sorry, that wasn't to helpful...I see that the intervals and se.fit argument are currently ignored. On 01/17/12, crimsonengineer87 julianjonre...@gmail.com wrote: Dear Forum, I have been wracking my head over this problem for the past few days. I have a dataset of (x,y). I have been able

Re: [R] breakpoints and nonlinear regression

2012-01-17 Thread crimsonengineer87
Hi Ken, Thx for that advice. I took a brief look at it. I already have my curve by just using the curve() function using the parameters a and b given by the nls. Would se.fit and interval have computed the CI? Maybe where I'm confused is at how I can break up my curve into pieces of linear

Re: [R] breakpoints and nonlinear regression

2012-01-17 Thread Bert Gunter
On Tue, Jan 17, 2012 at 8:06 AM, Kenneth Frost kfr...@wisc.edu wrote: Sorry, that wasn't to helpful...I see that the intervals and se.fit argument are currently ignored. Yes, because the fitted values are nonlinear in the parameters, which makes finding exact confidence regions impossible. I

Re: [R] breakpoints and nonlinear regression

2012-01-17 Thread Achim Zeileis
On Tue, 17 Jan 2012, crimsonengineer87 wrote: Dear Forum, I have been wracking my head over this problem for the past few days. I have a dataset of (x,y). I have been able to obtain a nonlinear regression line using nls. However, we would like to do some statistical analysis. I would like to

Re: [R] breakpoints and nonlinear regression

2012-01-17 Thread Achim Zeileis
On Tue, 17 Jan 2012, Bert Gunter wrote: On Tue, Jan 17, 2012 at 8:06 AM, Kenneth Frost kfr...@wisc.edu wrote: Sorry, that wasn't to helpful...I see that the intervals and se.fit argument are currently ignored. Yes, because the fitted values are nonlinear in the parameters, which makes

Re: [R] breakpoints and nonlinear regression

2012-01-17 Thread crimsonengineer87
Thanks for the comments everyone. I was hoping to not have to find someone in the stats department ... well, we'll see. So in response to Z's comment ... I have tried breakpoints(Na ~ yield) and I did expect to get something continuous. The idea was to get two or three linear functions making up

Re: [R] breakpoints and nonlinear regression

2012-01-17 Thread Rolf Turner
In respect of fitting piecewise linear regressions, have you looked at the segmented package? cheers, Rolf Turner On 18/01/12 04:30, crimsonengineer87 wrote: Dear Forum, I have been wracking my head over this problem for the past few days. I have a dataset of (x,y). I have been

Re: [R] breakpoints and nonlinear regression

2012-01-17 Thread Achim Zeileis
On Tue, 17 Jan 2012, crimsonengineer87 wrote: Thanks for the comments everyone. I was hoping to not have to find someone in the stats department ... well, we'll see. So in response to Z's comment ... I have tried breakpoints(Na ~ yield) and I did expect to get something continuous. You

[R] breakpoints in rqss()

2010-05-24 Thread zugi young
Dear list, I used rqss() in quantreg package for a piecewise linear regression. Can someone tell me how to find the x values corresponding to the breakpoints and the slopes for the phases before and after the breakpoints? I searched the list and gather that there is another package segmented