Hi, Andy: Thanks very much. The 'strucchange' package (including its vignette) provide useful food for thought. I haven't yet seen exactly what I want, but I also haven't explored more than the vignette, and I see other functions that may do what I want.
Thanks again. Spencer Graves Liaw, Andy wrote: > Spencer, > > MARS fits splines, not disconnected lines. Perhaps the strucchange > package has facility to fit your data better. > > Cheers, > Andy > > ------------------------------------------------------------------------ > *From:* [EMAIL PROTECTED] on behalf of Spencer Graves > *Sent:* Tue 10/17/2006 11:43 PM > *To:* R-help; Kurt Hornik > *Subject:* [R] MARS help? [Broadcast] > > I'm trying to use mars{mda} to model functions that look fairly > close to a sequence of straight line segments. Unfortunately, 'mars' > seems to totally miss the obvious places for the knots in the apparent > first order spline model, and I wonder if someone can suggest a better > way to do this. The following example consists of a slight downward > trend followed by a jump up after t1=4, following by a more marked > downward trend after t1=5: > > Dat0 <- cbind(t1=1:10, > x=c(1, 0, 0, 90, 99, 95, 90, 87, 80, 77)) > library(mda) > fit0 <- mars(Dat0[, 1, drop=FALSE], Dat0[, 2], > penalty=.001) > plot(Dat0, type="l") > lines(Dat0[, 1], fit0$fitted.values, > lty=2, col="red") > > Are there 'mars' options I'm missing or other software I should be > using? > > I've got thousands of traces crudely like this of different > lengths, and I want an automated way of summarizing similar traces in > terms of a fixed number of knots and associated slopes for each linear > spline segment max(0, t1-t.knot). > > Thanks, > Spencer Graves > > ______________________________________________ > R-help@stat.math.ethz.ch 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. > > > ------------------------------------------------------------------------------ > Notice: This e-mail message, together with any attachments...{{dropped}} ______________________________________________ R-help@stat.math.ethz.ch 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.