[R] Changepoints estimation in a data series

Bert Gunter gunter.berton at gene.com
Mon Mar 1 22:41:53 CET 2010


RSiteSearch("segmented regression")

Bert Gunter
Genentech Nonclinical Biostatistics
 
 
-----Original Message-----
From: r-help-bounces at r-project.org [mailto:r-help-bounces at r-project.org] On
Behalf Of FMH
Sent: Monday, March 01, 2010 1:17 PM
To: r-help at r-project.org
Subject: [R] Changepoints estimation in a data series

Dear All,

I'm trying to find changepoints in a data series  which only consist of  11
measurements of altitude(x) and temperature(y), respectively, in which the
data are as followed:

y = 16.3, 16.2, 16.1, 15.6, 14.2, 10, 8.2,  8.0, 7.5, 7.3, 7.2
x = 1,  2,  5, 10, 15, 20, 25, 30, 40, 50, 60

>From the above series, i reckon there is more than one changepoint and 
presuming there is a package in R which might enable the estimation on such
changepoints.

Could someone please advice me on this matter by using R?

Cheers,
FMH




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