a <- c(2,3,3,5,6,8,8,9,15, 25, 34,36,36,38,41,43,44,44,46);
ix <- seq_along(a)
library(strucchange)
bp <- breakpoints(a ~ ix, h = 4)
bp
Optimal 3-segment partition:
Call:
breakpoints.formula(formula = a ~ ix, h = 4)
Breakpoints at observation number:
7 11
Corresponding to breakdates:
0.3684211 0.5789474
plot(a ~ ix)
lines(ix, fitted(bp))
On Wed, Apr 22, 2009 at 7:27 AM, Hans-Henning Gabriel
<hanshenning.gabriel at gmail.com> wrote:
Hi,
suppose I have a simple sorted vector like this:
a <- c(2,3,3,5,6,8,8,9,15, 25, 34,36,36,38,41,43,44,44,46);
Is there a function in R, I can use to discover that from index 8
to index
11 the values are changing significantly?
The function should return a value pointing to one of the indices
8, 9, 10
or 11. Any of them would be fine.
The difficulty is that there may be no big gap. I mean, indices 8
and 11 are
somehow "connected" by indices 9 and 10. So, it's not an option to
just
search for biggest difference between the values.
Perfect would be a function that is able to discover multiple
changes if it
is present in the data.
Thanks!!
Henning