R help - Apr 2005 - nls segmented model with unknown joint points

Hello,

I am interested in fitting a segmented model with unknown joint points
in nls and perhaps eventually in nlme.  I can fit this model in sas (see
below, joint points to be estimated are a41 and a41), but am unsure how
to specify this in the nlm function.  I would really appreciate any
suggestions or example code.  Thanks a lot. -andy  

proc nlin data=Stems.Trees;
 params  b41=-3 b42=1.5 b43=-1.5 b44=50 a41=0.75 a42=0.1;

 term1 = (b41*(x - 1) + b42*(x**2 -1));

 if (a41 - x) >= 0 then 
	term2 = (b43*(a41 - x)**2);
 else
	term2 = 0; 

 if (a42 - x) >=0 then
	term3 = (b44*(a42 - x)**2); 
 else 
	term3 = 0;

 model y = term1+term2+term3;
run;

This is how I'd write the formula for use with nls/nlme: 

y ~ b41*(x - 1) + b42*(x^2 - 1) + 
 ifelse((a41 - x) >= 0, b43*(a41 - x)^2, 0) +
 ifelse((a42 - x) >= 0, b44*(a42 - x)^2, 0)

This is a direct translation from your funny foreign-looking code below
that probably makes it clear what's going on.  A more swish R form might
be

y ~ b41*(x - 1) + b42*(x^2 - 1) + 
	b43*pmax(a41 - x, 0)^2 + b44*pmax(a42 - x, 0)^2
 
You mention nlm, too.  Here you would use a function rather than a
formula, but the idea is the same.

V.

-----Original Message-----
From: r-help-bounces at stat.math.ethz.ch
[mailto:r-help-bounces at stat.math.ethz.ch] On Behalf Of andy
Sent: Sunday, 17 April 2005 1:09 PM
To: r-help at stat.math.ethz.ch
Subject: [R] nls segmented model with unknown joint points


Hello,

I am interested in fitting a segmented model with unknown joint points
in nls and perhaps eventually in nlme.  I can fit this model in sas (see
below, joint points to be estimated are a41 and a41), but am unsure how
to specify this in the nlm function.  I would really appreciate any
suggestions or example code.  Thanks a lot. -andy  

proc nlin data=Stems.Trees;
 params  b41=-3 b42=1.5 b43=-1.5 b44=50 a41=0.75 a42=0.1;

 term1 = (b41*(x - 1) + b42*(x**2 -1));

 if (a41 - x) >= 0 then 
	term2 = (b43*(a41 - x)**2);
 else
	term2 = 0; 

 if (a42 - x) >=0 then
	term3 = (b44*(a42 - x)**2); 
 else 
	term3 = 0;

 model y = term1+term2+term3;
run;

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