Possibly see the strucchange package -- Don MacQueen
Lawrence Livermore National Laboratory 7000 East Ave., L-627 Livermore, CA 94550 925-423-1062 On 11/6/13 9:19 AM, "Sashikanth Chandrasekaran" <sashikanth.chandraseka...@gmail.com> wrote: >I am not trying to fit a horizontal line at every unique value of y. I am >trying fit the y values with as few horizontal lines by trading off the >number of horizontal lines with the error. The actual problem I am trying >to solve is to smooth data in a time series. Here is a realistic example >of >y > >y=c(134.45,141.82,143.81,141.81,145,141.61,143.72,145.71,200,175,140,200,1 >48.77,71.64,111.57,118.15,119.15,112.8,111.64,111.64,157.26,143.8,40.19,64 >.99,64.99,129.98,64.99,65,64.98,64.99) > >An example fit for y using multiple horizontal lines (may not be the best >fit in terms of squared error or another error metric, but I have included >the y value for concreteness) > >1. A horizontal line at approximately y=140 (to fit the first 13 values - >134.45 to 148.77) >2. A horizontal line at approximately y=110 (to fit the next 7 values - >71.64 to 111.64) >3. A horizontal line at approximately y=150 (to fit the next 2 values - >157.26 to 143.8) >4. A horizontal line at approximately y=65 (to fit the last 8 values - >40.19 to 64.99) >-sashi. > > [[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.
