search for: gbreakpoint

Hi, I am a new user to R. I am using strucchange to generate breakpoints: -------------------------------------------------------------------------------------- > res <- gbreakpoints(GDP.new ~ 1,data=a,h=2,breaks=5) > print(res) Optimal 6-segment partition for `lm' fit: Call: gbreakpoints(formula = GDP.new ~ 1, data = a, h = 2, breaks = 5) Breakpoints at observation number: 10 19 25 38 48 Corresponding to breakdates: 1960 1969 1975 1988 1998 -------------------...

...rucchange to get the breakpoints in time series dataset. So the problem I am facing is: I want to link the result generated by the breakpoints to further analysis (for eg. generating volatility for each group). The result is in following form: --------------------------------------- > res <- gbreakpoints(GDP.new ~ 1,data=a,h=2,breaks=6) > res Optimal 7-segment partition for `lm' fit: Call: gbreakpoints(formula = GDP.new ~ 1, data = a, h = 2, breaks = 6) Breakpoints at observation number: 10 19 25 33 44 53 Corresponding to breakdates: 1960 1969 1975 1983 1994 2003 ------------------...

Is it possible to use some form of robust regression with the breakpoints routine so that it is less sensitive to outliers? --Rich Richard Kittler Advanced Micro Devices, Inc. Sunnyvale, CA