>> struc.test <- breakpoints(y~x1+x2+x3+x3+x4, data=D) >> >> *I get an error message:* >> Erreur dans chol2inv(qr.R(fm$qr)) : >> l'?l?ment (5, 5) est nul, donc l'inverse ne peut ?tre calcul? >> (sorry for the french version, I don't know how to get the message >> english translation in R). >> >> My first assumption was this has *something to do with the dummy variable, >> so I skipped it*: >> struc.test <- breakpoints(y~x1+x2+x3+x3, data=D) >> >> *New error message:* >> Erreur dans if (max(abs((betar - fm$coefficients)/fm$coefficients)) < tol) >> check <- FALSE : >> valeur manquante l? o? TRUE / FALSE est requis >> >> I really can't understand what is going wrong. What 'tol' stands for? >> Seems >> it is not a 'breackpoints' attributes. > > The breakpoints() function needs to estimate the model on all possible > subsets to determine the optimal breakpoints. This can be done via > computation of recursive residuals and "tol" is an argument of the > recresid() function. However, I recently enhanced the code trying to fix > exactly this problem. Please try strucchange 1.4-5.
Or maybe trying removing the duplicate x3 from your model formula? Hadley -- Assistant Professor / Dobelman Family Junior Chair Department of Statistics / Rice University http://had.co.nz/ ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
