Displaying 1 result from an estimated 1 matches for "breakpoint0seg2t".
2006 Nov 16
0
nmle for time of structural change?
...far been unable to get 'nlme'
to work for me. The following toy example is the closest I've come to
what I want using 'nlme':
library(nlme)
tstDF5 <- data.frame(t.=rep(1:5, 3), subj=rep(1:3, e=5),
y=c(rep(0:1, c(1,4)), rep(0:1, c(2,3)),
rep(0:1, c(3,2)) ) )
breakpoint0seg2t <- function(t., lT){
t1 <- 5*plogis(-lT)
((t.<=t1)+(t1<t.))
}
tstFit <- nlme(y~breakpoint0seg2t(t., lT1),
data=tstDF5, fixed=lT1~1,
random=list(subj=pdDiag(l1~1)), start=0 )
Error in chol((value + t(value))/2) : the leading minor of order 1 is
not positive definite...