Displaying 4 results from an estimated 4 matches for "breakfactor".
2011 May 18
1
strucchange package Linux help
...However, on Linux, the png generated is invalid from R console,
and loading strucchange crashes rkward. Is this a known issue on Linux
and, if so, is there a workaround? Many thanks!
require(strucchange)
data("RealInt")
bp.ri <- breakpoints(RealInt~1, h=15)
summary(bp.ri)
fac.ri <- breakfactor(bp.ri, breaks = 3, label='seg')
fm.ri <- lm(RealInt~0 + fac.ri)
summary(fm.ri)
vcov.ri <- function(x,...) kernHAC (x, kernel = 'Quadratic Spectral',
prewhite = 1, approx = 'AR(1)', ...)
coef(bp.ri, breaks <- 3)
sapply(vcov(bp.ri, breaks = 3, vcov=vcov.ri), sqrt)
con...
2009 Dec 22
1
strucchange | breakpoints - pure structural change model?
Dear R-Team,
Am I right supposing that the "breakpoints()" function in the strucchange
package is an implementation of the pure structural change model proposed
by Bai and Perron (1997, 2003)?
My question relates to a partial structural change model that Bai and
Perron formulate in their 2003 paper, e.g. formulated as
y = x' beta + z' delta_j + epsilon,
where beta and delta
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)
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2005 May 30
3
Piecewise Linear Regression
Hi,
I need to fit a piecewise linear regression.
x = c(6.25,6.25,12.50,12.50,18.75,25.00,25.00,25.00,31.25,31.25,37.50,37.50,50.00,50.00,62.50,62.50,75.00,75.00,75.00,100.00,100.00)
y = c(0.328,0.395,0.321,0.239,0.282,0.230,0.273,0.347,0.211,0.210,0.259,0.186,0.301,0.270,0.252,0.247,0.277,0.229,0.225,0.168,0.202)
there are two change points. so the fitted curve should look like
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