Dear R-users,
I am trying to fit my data using one or more horizontal lines. If my data
is in "y", I understand that "lm(y~1)" will fit a single horizontal line at
mean(y). However, I want to try and fit the data with multiple horizontal
lines if that reduces the error while still keeping the number of
horizontal lines to be as small as possible.

Concretely, assume:
y=c(2,4,2,4,2,4,2,4,8,10,8,10,8,10,8,10)

lm(y~1)
fits a single horizontal line at y=6.

A better fit using multiple horizontal lines would be 2 horizontal lines at
y = 3 and y = 9.

An even better (if the objective is to solely minimize error and not
penalize the number of horizontal lines) would be 4 horizontal lines at
y=2, y=4, y=8, y=10.

kMeans works for the simple example I have shown, but I would like advice
on whether there is a better method that will work when the data does not
fit a horizontal line exactly.
Thanks,
-sashi.

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