R: [R] solving for a transition point in a piecewise nonlinear model
vito.muggeo at giustizia.it
Wed Jul 14 08:17:55 CEST 2004
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,
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
----- Original Message -----
From: Robert Musk <rmusk at postoffice.utas.edu.au>
To: <r-help at stat.math.ethz.ch>
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?
> R-help at stat.math.ethz.ch mailing list
> PLEASE do read the posting guide!
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