R help - Oct 2009 - Estimation in a changepoint regression with R

Dear All,

I'm trying to do the estimation in a changepoint regression problem via R,
but never found any suitable function which might help me to do this.

Could someone give me a hand?on this matter?

Thank you.

There are at least two R packages dealing with changepoint estimation, 
segmented and strucchange.
Two possible relevant papers are available:
1)Journal of Statistical Software for strucchange (2002, Vol.7, Issue2) 
2)Rnews for segmented (2008, 8/1: 20-25)

Hope this helps you
vito

FMH ha scritto:
> Dear All,
> 
> I'm trying to do the estimation in a changepoint regression problem via
R, but never found any suitable function which might help me to do this.
> 
> Could someone give me a hand on this matter?
> 
> Thank you.
> 
> 
> 
> 
> 
> ______________________________________________
> R-help at r-project.org 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.
> 
-- 
===================================Vito M.R. Muggeo
Dip.to Sc Statist e Matem `Vianelli'
Universit? di Palermo
viale delle Scienze, edificio 13
90128 Palermo - ITALY
tel: 091 6626240
fax: 091 485726/485612
http://dssm.unipa.it/vmuggeo

Package bcp does Bayesian changepoint analysis, though not in the
general regression
framework.? The most recent reference is Bioinformatics 24(19) 2143-2148; doi:
? 10.1093/bioinformatics/btn404; slightly older is JSS 23(3).  Both
reference some
alternatives you might want to consider (including strucchange, among others).


Jay


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Date: Thu, 15 Oct 2009 03:56:22 -0700 (PDT)
From: FMH <kagba2006 at yahoo.com>
Subject: [R] Estimation in a changepoint regression with R
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Dear All,

I'm trying to do the estimation in a changepoint regression problem
via R, but never found any suitable function which might help me to do
this.

Could someone give me a hand?on this matter?

Thank you.

--
John W. Emerson (Jay)
Associate Professor of Statistics
Department of Statistics
Yale University
http://www.stat.yale.edu/~jay