I understand that smoothing splines produce continuous models, however the
end product of SiZer is not a single model that is then used in any
predictive manner. Rather, the end product is a map of potential
changepoint locations along a gradient. Are you suggesting that SiZer
would not find a changepoint at the Aswan Dam? If so, I would argue
against that conclusion. If your point is that pulling one underlying
spline model used to create a SiZer map out and trying to draw conclusions
from that model is ineffective, you are absolutely right. I tend to think
of SiZer outputs more akin to tree outputs than piecewise regression
outputs.
--------------------------------------
Jonathan P. Daily
Technician - USGS Leetown Science Center
11649 Leetown Road
Kearneysville WV, 25430
(304) 724-4480
"Is the room still a room when its empty? Does the room,
the thing itself have purpose? Or do we, what's the word... imbue it."
- Jubal Early, Firefly
Gavin Simpson <gavin.simp...@ucl.ac.uk> wrote on 11/24/2010 12:09:15 PM:
> [image removed]
>
> Re: [R] Population abundance, change point
>
> Gavin Simpson
>
> to:
>
> Jonathan P Daily
>
> 11/24/2010 12:09 PM
>
> Cc:
>
> r-help, carusonm
>
> Please respond to gavin.simpson
>
> On Wed, 2010-11-24 at 10:59 -0500, Jonathan P Daily wrote:
> > I agree that SiZer is not the ultimate answer to all changepoint
analysis,
> > but that is why there are so many changepoint detection methods used.
I
> > will clarify, though, that my understanding of SiZer (which may be
wrong)
> > was that the smoothing splines are just a vessel for finding the
> > changepoints, and made no assumptions about the continuity of the
> > changepoint itself.
>
> But by the nature of using splines, they *you) are positing a model for
> what the changepoint looks like. If you model the classic Nile data with
> a spline model (say using gam()) then it will suggest that there was a
> smooth transition from high flow before the dam at Aswan was built to
> lower flow afterwards. Other techniques that posit a discontinuity as a
> changepoint would fit two, effectively flat [slope 0], linear lines
> either side of the point when the dam was built.
>
> If you didn't know a dam was built and all you fitted was a spline to
> the data, that would likely influence how you interpreted the change.
>
> > One thing that would certainly help, especially with the confidence
> > intervals about 0, is some bandwidth selection standard, though
choosing
> > that standard would be a difficult process to say the least.
>
> That won't help with the lack of independence in the residuals, which
> will result in deflated CI on the derivatives, hence more wiggles seem
> significant... Oh the joy.
>
> Also, there has to be a point where with siZer you are just looking at
> pattern in noise at the small bandwidth end of things...
>
> I'll get off my soap box about now! ;-)
>
> Cheers,
>
> G
>
> > --------------------------------------
> > Jonathan P. Daily
> > Technician - USGS Leetown Science Center
> > 11649 Leetown Road
> > Kearneysville WV, 25430
> > (304) 724-4480
> > "Is the room still a room when its empty? Does the room,
> > the thing itself have purpose? Or do we, what's the word... imbue
it."
> > - Jubal Early, Firefly
> >
> > Gavin Simpson <gavin.simp...@ucl.ac.uk> wrote on 11/24/2010 09:15:55
AM:
> >
> > > [image removed]
> > >
> > > Re: [R] Population abundance, change point
> > >
> > > Gavin Simpson
> > >
> > > to:
> > >
> > > Jonathan P Daily
> > >
> > > 11/24/2010 09:16 AM
> > >
> > > Cc:
> > >
> > > Mike Marchywka, r-help, r-help-bounces, carusonm
> > >
> > > Please respond to gavin.simpson
> > >
> > > On Wed, 2010-11-17 at 09:17 -0500, Jonathan P Daily wrote:
> > > > Indeed I have looked into various non-standard changepoint
analysis
> > > > methods. I figured the OP was more interested in traditional
methods
> > since
> > > > you have to spend less time justifying your methodology. Wavelets
are
> > one
> > > > potential nontraditional method, as is Significant Zero Crossings
(R
> > > > package SiZer), which fits arbitrary-degree smoothing splines over
a
> > range
> > > > of bandwidth parameters and looks for changes.
> > >
> > > ...By looking to see if the derivative of the fitted curve is
different
> > > from 0 (given a suitable confidence interval on the derivative. My
> > > problem with all of this is that these data are time series and
SiZeR
> > > doesn't take this into account (AFAICS) when computing the
confidence
> > > intervals - they are certainly too narrow for examples I have run.
> > >
> > > Also, if these things are using splines, aren't we already assuming
that
> > > the underlying function is smooth and not a discontinuity? So which
> > > technique the OP chooses will depend on how they think about the
type of
> > > change taking place at the "changepoint" - a point I think you made
> > > earlier Jonathan.
> > >
> > > Don't mean to be too negative, this has been a very useful
discussion
> > > that I am coming to late after a spot of time in the field.
> > >
> > > All the best,
> > >
> > > G
> > >
> > > > With large communities of
> > > > abundance counts, another approach that is gaining popularity is
the
> > > > community-level indicator taxa analysis (TITAN), though that is
not
> > useful
> > > > to the OP.
> > > > --------------------------------------
> > > > Jonathan P. Daily
> > > > Technician - USGS Leetown Science Center
> > > > 11649 Leetown Road
> > > > Kearneysville WV, 25430
> > > > (304) 724-4480
> > > > "Is the room still a room when its empty? Does the room,
> > > > the thing itself have purpose? Or do we, what's the word... imbue
> > it."
> > > > - Jubal Early, Firefly
> > > >
> > > > Mike Marchywka <marchy...@hotmail.com> wrote on 11/17/2010
09:11:11
> > AM:
> > > >
> > > > > [image removed]
> > > > >
> > > > > RE: [R] Population abundance, change point
> > > > >
> > > > > Mike Marchywka
> > > > >
> > > > > to:
> > > > >
> > > > > jdaily, carusonm
> > > > >
> > > > > 11/17/2010 09:11 AM
> > > > >
> > > > > Cc:
> > > > >
> > > > > r-help, r-help-bounces
> > > > >
> > > > >
> > > > >
> > > > >
> > > > >
> > > > > > To: carus...@gmail.com
> > > > > > From: jda...@usgs.gov
> > > > > > Date: Wed, 17 Nov 2010 08:45:01 -0500
> > > > > > CC: r-help@r-project.org; r-help-boun...@r-project.org
> > > > > > Subject: Re: [R] Population abundance, change point
> > > > > >
> > > > > > There are really no set ways to determine a changepoint, since
a
> > > > > > changepoint depends completely on what you decide. Recursive
> > > > partitioning
> > > > > > will fit a best changepoint, but it will pretty much always
fit
> > one.
> > > > This
> > > > > If you are open to newer ideas,
> > > > > have you looked at wavelets at all? these come up on googel
along
> > with
> > > > R.
> > > > > Also with aonly a few points, even 20-30, you coldconsider
> > exhasiutvely
> > > > > fitting slopes to all 2^n subsets and plowing throgh the
histograms
> > > > > looking for anything that may be publishable or illuminating
about
> > your
> > > > data.
> > > > > Fitting to your own model or null hypotheses would make
interesting
> > > > > contrasts of course, " populations remained the same after
atrazine
> > > > spill
> > > > > or asteroid hit" etc.
> > > > >
> > > > >
> > > > > > function can be found in the package rpart:
> > > > > >
> > > > > > > fit <- rpart(count ~ year, control = list(maxdepth = 1))
> > > > > > > summary(fit)
> > > > > >
> > > > > > However this measure offers no level of confidence. This is
where
> > > > packages
> > > > > > like strucchange and party come into use, as they provide
measures
> > of
> > > > > > confidence. Alternatively, you could look into
regression-based
> > > > methods
> > > > > > where the changepoint is some parameter. Piecewise regression,
for
> > > > > > instance, is as simple as fitting a spline of degree 1 and
> > changepoint
> > > > X:
> > > > > >
> > > > > > > library(splines)
> > > > > > > fit <- lm(count ~ bs(year, knots = X, degree = 1))
> > > > > > > plot(year, count)
> > > > > > > lines(year, fitted(fit))
> > > > > >
> > > > > > Then you can fit a regression at each year and compare.
> > Alternatively,
> > > > > > since count data is often noisy, you could easily substitute
> > quantile
> > > > > > regression for linear regression to much of the same effect
> > (assuming
> > > > > > whatever tau you decide, I used 0.8 but this is arbitrary):
> > > > > >
> > > > > > > library(splines)
> > > > > > > library(quantreg)
> > > > > > > fit <- rq(count ~ bs(year, knots = X, degree = 1), tau =
0.8)
> > > > > > > plot(year, count)
> > > > > > > lines(year, fitted(fit))
> > > > > > --------------------------------------
> > > > > > Jonathan P. Daily
> > > > > > Technician - USGS Leetown Science Center
> > > > > > 11649 Leetown Road
> > > > > > Kearneysville WV, 25430
> > > > > > (304) 724-4480
> > > > > > "Is the room still a room when its empty? Does the room,
> > > > > > the thing itself have purpose? Or do we, what's the word...
imbue
> > it."
> > > > > > - Jubal Early, Firefly
> > > > > >
> > > > > > r-help-boun...@r-project.org wrote on 11/16/2010 05:30:49 PM:
> > > > > >
> > > > > > > [image removed]
> > > > > > >
> > > > > > > [R] Population abundance, change point
> > > > > > >
> > > > > > > Nicholas M. Caruso
> > > > > > >
> > > > > > > to:
> > > > > > >
> > > > > > > r-help
> > > > > > >
> > > > > > > 11/16/2010 05:32 PM
> > > > > > >
> > > > > > > Sent by:
> > > > > > >
> > > > > > > r-help-boun...@r-project.org
> > > > > > >
> > > > > > > I am trying to understand my population abundance data and
am
> > > > looking
> > > > > > into
> > > > > > > analyses of change point to try and determine, at
approximately
> > what
> > > > > > point
> > > > > > > do populations begin to change (either decline or
increasing).
> > > > > > >
> > > > > > > Can anyone offer suggestions on ways to go about this?
> > > > > > >
> > > > > > > I have looked into bcp and strucchange packages but am not
> > > > completely
> > > > > > > convinced that these are appropriate for my data.
> > > > > > >
> > > > > > > Here is an example of what type of data I have
> > > > > > > Year of survey (continuous variable) 1960 - 2009 (there are
gaps
> > in
> > > > the
> > > > > > > surveys (e.g., there were no surveys from 2002-2004)
> > > > > > > Relative abundance of salamanders during the survey periods
> > > > > > >
> > > > > > >
> > > > > > > Thanks for your help, Nick
> > > > > > >
> > > > > > > --
> > > > > > > Nicholas M Caruso
> > > > > > > Graduate Student
> > > > > > > CLFS-Biology
> > > > > > > 4219 Biology-Psychology Building
> > > > > > > University of Maryland, College Park, MD 20742-5815
> > > > > > >
> > > > > > >
> > > > > > >
> > > > > > >
> > > > > > >
> > ------------------------------------------------------------------
> > > > > > > I learned something of myself in the woods today,
> > > > > > > and walked out pleased for having made the acquaintance.
> > > > > > >
> > > > > > > [[alternative HTML version deleted]]
> > > > > > >
> > > > > > > ______________________________________________
> > > > > > > R-help@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.
> > > > > >
> > > > > > ______________________________________________
> > > > > > R-help@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.
> > > > >
> > > >
> > > > ______________________________________________
> > > > R-help@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.
> > >
> > > --
> > >
%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%
> > > Dr. Gavin Simpson [t] +44 (0)20 7679 0522
> > > ECRC, UCL Geography, [f] +44 (0)20 7679 0565
> > > Pearson Building, [e] gavin.simpsonATNOSPAMucl.ac.uk
> > > Gower Street, London [w] http://www.ucl.ac.uk/~ucfagls/
> > > UK. WC1E 6BT. [w] http://www.freshwaters.org.uk
> > >
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> > >
> >
> > ______________________________________________
> > R-help@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.
>
> --
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> Dr. Gavin Simpson [t] +44 (0)20 7679 0522
> ECRC, UCL Geography, [f] +44 (0)20 7679 0565
> Pearson Building, [e] gavin.simpsonATNOSPAMucl.ac.uk
> Gower Street, London [w] http://www.ucl.ac.uk/~ucfagls/
> UK. WC1E 6BT. [w] http://www.freshwaters.org.uk
> %~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%
>
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