Displaying 1 result from an estimated 1 matches for "tstdf5".
Did you mean:
tstdf
2006 Nov 16
0
nmle for time of structural change?
...eries, and
I'd like to improve the estimates of the change point times through some
type of pooling. Unfortunately, I've so far been unable to get 'nlme'
to work for me. The following toy example is the closest I've come to
what I want using 'nlme':
library(nlme)
tstDF5 <- data.frame(t.=rep(1:5, 3), subj=rep(1:3, e=5),
y=c(rep(0:1, c(1,4)), rep(0:1, c(2,3)),
rep(0:1, c(3,2)) ) )
breakpoint0seg2t <- function(t., lT){
t1 <- 5*plogis(-lT)
((t.<=t1)+(t1<t.))
}
tstFit <- nlme(y~breakpoint0seg2t(t., lT1),
data=tstDF5, fixed=lT1~1,...