R help - Jun 2004 - slope estimations of teeth like data

Dear all

Suppose I have teeth like data similar like

x <- 1:200
y <- 0.03*x[1:100]+rnorm(100, mean=.001, sd=.03)
z <- 3-rep(seq(1,100,10),each=10)*.03+rnorm(100,mean=.001, sd=.03)
plot(x,c(y,z))

and I want to have a gradient estimations for some values from increasing part
of
data

like

y.agg <- aggregate(diff(c(y,z)), list(rep(seq(1,200,10),each=10)[1:199]),
mean)

y.agg[1:10,]  ##is OK, I want that
y.agg[11:20,] ##is not OK, I do not want that

actual data are similar but more irregular and have subsequent gradual increases
and decreases, more like

set.seed(1)
yy<-NULL
for( i in 1:10) yy <- c(yy,c(y,z)[1:floor(runif(1)*200)])
length(yy)
[1] 1098

plot(1:1098,yy)

Is there anybody who has some experience with such data, mainly how to extract 
only increasing portions or to filter values of "yy" such as only
aggregated slopes
from increasing parts are computed and other parts are set to NA. Sometimes 
actual data have so long parts of steady or even slightly increasing values at 
decreasing part that aggregated values are slightly positive although they are 
actually from decreasing portion of data.

Thank you
Petr Pikal
petr.pikal at precheza.cz

Dear Petr,
Probably I don't understand exactly what you are looking for.

However your "plot(x,c(y,z))" suggests a broken-line model for the
response
"c(y,x)" versus the variables x. Therefore you could estimate a
segmented
model to obtain (different) slope (and breakpoint) estimates. See the
package segmented.

best,
vito



----- Original Message -----
From: Petr Pikal <petr.pikal at precheza.cz>
To: <r-help at stat.math.ethz.ch>
Sent: Tuesday, June 15, 2004 1:11 PM
Subject: [R] slope estimations of teeth like data

> Dear all
>
> Suppose I have teeth like data similar like
>
> x <- 1:200
> y <- 0.03*x[1:100]+rnorm(100, mean=.001, sd=.03)
> z <- 3-rep(seq(1,100,10),each=10)*.03+rnorm(100,mean=.001, sd=.03)
> plot(x,c(y,z))
>
> and I want to have a gradient estimations for some values from increasing
part of
> data
>
> like
>
> y.agg <- aggregate(diff(c(y,z)),
list(rep(seq(1,200,10),each=10)[1:199]),
mean)
>
> y.agg[1:10,]  ##is OK, I want that
> y.agg[11:20,] ##is not OK, I do not want that
>
> actual data are similar but more irregular and have subsequent gradual
increases
> and decreases, more like
>
> set.seed(1)
> yy<-NULL
> for( i in 1:10) yy <- c(yy,c(y,z)[1:floor(runif(1)*200)])
> length(yy)
> [1] 1098
>
> plot(1:1098,yy)
>
> Is there anybody who has some experience with such data, mainly how to
extract
> only increasing portions or to filter values of "yy" such as only
aggregated slopes
> from increasing parts are computed and other parts are set to NA.
Sometimes
> actual data have so long parts of steady or even slightly increasing
values at
> decreasing part that aggregated values are slightly positive although they
are
> actually from decreasing portion of data.
>
> Thank you
> Petr Pikal
> petr.pikal at precheza.cz
>
> ______________________________________________
> R-help at stat.math.ethz.ch mailing list
> https://www.stat.math.ethz.ch/mailman/listinfo/r-help
> PLEASE do read the posting guide!
http://www.R-project.org/posting-guide.html

[This email is either empty or too large to be displayed at this time]

On Tue, 15 Jun 2004 13:11:45 +0200 Petr Pikal wrote:
> Dear all
> 
> Suppose I have teeth like data similar like
> 
> x <- 1:200
> y <- 0.03*x[1:100]+rnorm(100, mean=.001, sd=.03)
> z <- 3-rep(seq(1,100,10),each=10)*.03+rnorm(100,mean=.001, sd=.03)
> plot(x,c(y,z))
> 
> and I want to have a gradient estimations for some values from
> increasing part of data
> 
> like
> 
> y.agg <- aggregate(diff(c(y,z)),
> list(rep(seq(1,200,10),each=10)[1:199]), mean)
> 
> y.agg[1:10,]  ##is OK, I want that
> y.agg[11:20,] ##is not OK, I do not want that
> 
> actual data are similar but more irregular and have subsequent gradual
> increases and decreases, more like
> 
> set.seed(1)
> yy<-NULL
> for( i in 1:10) yy <- c(yy,c(y,z)[1:floor(runif(1)*200)])
> length(yy)
> [1] 1098
> 
> plot(1:1098,yy)
Just like Vito, I am also not really sure what you are looking for. But
some breakpoint-estimating procedure might be of help. Vito already
mentioned segmented(), furthermore there is breakpoints() in
strucchange.

But to estimate all breakpoints in yy (as defined above) is challenging.
breakpoints() requires some time for computations, e.g.

R> library(strucchange)
R> xx <- 1:1098
R> bp <- breakpoints(yy ~ xx, h = 0.05) ## this will take some time
R> plot(xx, yy)
R> lines(xx, fitted(bp), col = 4)

The algorithm in segmented is (often considerably) quicker but requires
start values for the breakpoints.

R> library(segmented)
R> sg <- segmented(lm(yy ~ xx), xx, seq(200, 900, length = 12),
                   tol = 1e-3) ## decrease tolerance
R> plot(xx, yy)
R> lines(xx, fitted(sg), col = 4)

If this is what you are looking for you can also contact me and Vito, I
guess, to see how the function calls can be improved to suit your needs.

hth,
Z
> Is there anybody who has some experience with such data, mainly how to
> extract only increasing portions or to filter values of "yy" such
as
> only aggregated slopes from increasing parts are computed and other
> parts are set to NA. Sometimes actual data have so long parts of
> steady or even slightly increasing values at decreasing part that
> aggregated values are slightly positive although they are actually
> from decreasing portion of data.
> 
> Thank you
> Petr Pikal
> petr.pikal at precheza.cz
> 
> ______________________________________________
> R-help at stat.math.ethz.ch mailing list
> https://www.stat.math.ethz.ch/mailman/listinfo/r-help
> PLEASE do read the posting guide!
> http://www.R-project.org/posting-guide.html
>