On Wed, 2010-11-24 at 13:00 -0500, Jonathan P Daily wrote:
> 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?
No, not at all. What I am arguing is that SiZer will find a series of
models of diminishing bandwidth that detects change points that are
smoothly varying between states either side of the change point. In fact
SiZer is fitting a series of smoothly varying models and showing you
where the derivatives of those smoothly varying functions are
significantly different from 0.
require(SiZer)
mod <- SiZer(time(Nile), Nile, x.grid = 40) ## slowish
All those models show us that something changed around 1900, but the
nature of that change is one that is smoothly varying.
My point is that SiZer posits a particular form for the nature of the
change - smoothly varying. If all you use is SiZer then these are the
sorts of changes you will find. Did the flow at Aswan change smoothly
over a period of many years? If all you used was SiZer, then you'd
conclude it did. It might look something like:
mod2 <- smooth.spline(time(Nile), Nile, df = 10)
pred <- predict(mod2, x = seq(min(time(Nile)), max(time(Nile)),
length = 200))
plot(Nile)
lines(pred, col = "red", lwd = 2)
But if we used a different change point detection routine that focussed
on a discontinuity, then that is the sort of change point we would
detect. Here is a tree version, for example:
require(rpart)
mod3 <- rpart(Nile ~ time(Nile))
## 1898 change point
plot(Nile)
lines(pred, col = "red", lwd = 2)
before <- mean(Nile[time(Nile) < 1898])
after <- mean(Nile[time(Nile) >= 1898])
lines(1871:1897, y = rep(before, 27), col = "blue", lwd = 2)
lines(1898:1970, y = rep(after, 73), col = "blue", lwd = 2)
So, in short, my point was you need to understand what form of change
point a given technique is looking to identify otherwise you could be
misled as to what is going on.
G
> 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
> > > >
> %~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%
> > > >
> > >
> > > ______________________________________________
> > > 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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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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