search for: bpts

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2013 Jan 20
3
strucchange breakpoints r-squared
Can anyone please tell me how to get the r-squared output from a piecewise (segmented) regression using the strucchange package? Here is the R code I have tried thus far. library(lmtest) library(strucchange) data <- ts(c(rnorm(30), runif(30)), frequency = 12, start = c(2005, 01)) bpts <- breakpoints(data ~ 1) print(bpts) summary(bpts) coeftest(bpts) [[alternative HTML version deleted]]
2004 Jul 26
5
binning a vector
Hello, I was wondering wether there's a function in R that takes two vectors (of same length) as input and computes mean values for bins (intervals) or even a sliding window over these vectros. I've several x/y data set (input/response) that I'd like plot together. Say the x-data for one data set goes from -5 to 14 with 12,000 values, then I'd like to bin the x-vector in steps of