Discover significant change in sorted vector
Or just take every 10th point. On Wed, Apr 22, 2009 at 10:15 AM, Gabor Grothendieck
<ggrothendieck at gmail.com> wrote:
Try playing with the h= argument of breakpoints. ?Another possibility is to average each non-overlapping set of 10 points to reduce the problem size to 80 and run breakpoints on that. ?Might not be 1 sec but would likely be much faster. On Wed, Apr 22, 2009 at 9:45 AM, Hans-Henning Gabriel <hanshenning.gabriel at gmail.com> wrote:
Gabor, initially this looked like the perfect solution, exactly what I need. Unfortunately it is too expensive/costly. I have vectors of length 800 and more, my machine needs > 5 minutes (I aborted) to compute the breakpoints. Required is computation time < 1 sec. :) Any other suggestions? Maybe there is another approach not that perfect as from the strucchange package, but still sufficient? Best Henning Am 22.04.2009 um 14:55 schrieb Gabor Grothendieck:
Try this:
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
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______________________________________________ R-help at r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.