R: Change-Point Estimation using Shape-Restricted Splines
ShapeChange-package
R Documentation
Change-Point Estimation using Shape-Restricted Splines
Description
Given a scatterplot of (x_i, y_i), i = 1,…,n, where old{x} is the predictor and old{y} is the response which could be Gaussian, Poisson and binomial. The underlying mean curve in this scatterplot is denoted as old{f_m(x)}, where old{f_m(x)} is a smooth curve with a change-point m which falls in one of the three categories:
a mode in a unimodal smooth curve
an inflection point in a convex-concave (concave-convex) smooth curve
a jump point in an otherwise smooth curve.
Given the category of the change-point specified by the user, the main routine "changept" estimates the mean curve and the change-point as well using shape-restricted B-splines.