[R] How to limit an isotonic step regression to exactly n steps?

PIKAL Petr petr@p|k@| @end|ng |rom prechez@@cz
Fri Jul 27 11:32:11 CEST 2018


Hi

Did you consider strucchange or segmented packages? They accept restriction on number of segments.

Cheers
Petr

> -----Original Message-----
> From: R-help <r-help-bounces using r-project.org> On Behalf Of Tanush Jagdish
> Sent: Friday, July 27, 2018 12:30 AM
> To: r-help using r-project.org
> Subject: [R] How to limit an isotonic step regression to exactly n steps?
>
> I am trying to fit an isotonic step function to my data. Every isotonic step
> regression function (I've tried isoreg, pava, etc) 'finds' multiple points of
> increase (steps) across my dataset. However, I would like to limit the steps to 7,
> because given my understanding of the data, I expect exactly 7 sudden points
> of increase.
>
> (I will then see if the steps predicted by the regression occur at the regions I
> expect them to.)
>
> Could anyone please help me restrict the number of points to 7 or any other
> defined number? I would really appreciate it.
>
> [[alternative HTML version deleted]]
>
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