ShapeChange-package: Change-Point Estimation using Shape-Restricted Splines
In ShapeChange: 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,\ldots,n, where \bold{x} is the predictor and \bold{y} is the response which could be Gaussian, Poisson and binomial. The underlying mean curve in this scatterplot is denoted as \bold{f_m(x)}, where \bold{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.

See changept for more details.