[R] MARS help?
Spencer Graves
spencer.graves at pdf.com
Wed Oct 18 05:43:41 CEST 2006
I'm trying to use mars{mda} to model functions that look fairly
close to a sequence of straight line segments. Unfortunately, 'mars'
seems to totally miss the obvious places for the knots in the apparent
first order spline model, and I wonder if someone can suggest a better
way to do this. The following example consists of a slight downward
trend followed by a jump up after t1=4, following by a more marked
downward trend after t1=5:
Dat0 <- cbind(t1=1:10,
x=c(1, 0, 0, 90, 99, 95, 90, 87, 80, 77))
library(mda)
fit0 <- mars(Dat0[, 1, drop=FALSE], Dat0[, 2],
penalty=.001)
plot(Dat0, type="l")
lines(Dat0[, 1], fit0$fitted.values,
lty=2, col="red")
Are there 'mars' options I'm missing or other software I should be
using?
I've got thousands of traces crudely like this of different
lengths, and I want an automated way of summarizing similar traces in
terms of a fixed number of knots and associated slopes for each linear
spline segment max(0, t1-t.knot).
Thanks,
Spencer Graves
More information about the R-help
mailing list