[R] Estimation in a changepoint regression with R

[FMH]

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-h...@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 Muggeo (UniPa)]

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:

--
====================================
Vito M.R. Muggeo
Dip.to Sc Statist e Matem `Vianelli'
Università di Palermo
viale delle Scienze, edificio 13
90128 Palermo - ITALY
tel: 091 6626240
fax: 091 485726/485612
http://dssm.unipa.it/vmuggeo

[Jay Emerson]

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

----------------------------------------------------------------
Message: 4
Date: Thu, 15 Oct 2009 03:56:22 -0700 (PDT)
From: FMH <kagb...@yahoo.com>
Subject: [R] Estimation in a changepoint regression with R
To: r-h...@r-project.org
Message-ID: <365399....@web38303.mail.mud.yahoo.com>
Content-Type: text/plain; charset=iso-8859-1

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

[FMH]

Dear All,

Let A is a matrix which is:
A <- matrix(c(1,2,3,4),nrow=2)

How could we find the inverse of A? I try to use ginv(A), but it didn't worked.

Thanks

Fir

[Henrique Dallazuanna]

Try:

solve(a)

--
Henrique Dallazuanna
Curitiba-Paraná-Brasil
25° 25' 40" S 49° 16' 22" O