dear Dan,
As far as I know, the strucchange package can be helpful for you..
On the other hand, if your regression function is continuous at the
unknown break points to be estimated, you could try the segmented package.
Hope this helps you,
vito
Daniel Brewer ha scritto:
Hello,
I would
Hello,
I would like to test some data to see whether it has the shape of a step
function (i.e. y1 up until x_th and then y2 where x_th is the
threshold). The threshold x_th is unknown and the x values can only
take discrete values (0,1,2,3,4).
An example would be:
data-
Nachricht-
Von: r-help-boun...@r-project.org [mailto:r-help-boun...@r-project.org] Im
Auftrag von Daniel Brewer
Gesendet: Tuesday, September 08, 2009 10:16 AM
An: r-h...@stat.math.ethz.ch
Betreff: [R] Fitting a linear model with a break point
Hello,
I would like to test some data to see whether
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