R: [R] solving for a transition point in a piecewise nonlinear model

From: Vito Muggeo <vito.muggeo_at_giustizia.it>
Date: Wed 14 Jul 2004 - 16:17:55 EST

Dear Robert,
In general it may be difficult to estimate a model with generic (possibly nonlinear) functions before/after the changepoint to be estimated too.

However if you are willing to make some restrinctions on your F1(.) and F2(.), you could semplify the problem..

For instance, have a look to the strucchange and segmented packages. The former mainly deals with time series data, the latter with GLM.

hope this helps,
vito

PS Of course you can always perform a grid-search algorithm by fitting different models for each fixed alpha, and picking the value that maximizes the Lik..

> I want to fit a piecewise nonlinear model in which the transition point is
> an estimated parameter.
>
> Something like:
>
> F(x)=F1(x) when x>alpha,
> F(x)=F2(x) when x<=alpha.
>
> How can I solve for alpha within the nls call?
>
> Thanks,
> Rob
>
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R-help@stat.math.ethz.ch mailing list
https://www.stat.math.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html Received on Wed Jul 14 16:21:07 2004

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