jp: Specify a Jump-Point Category in a CHANGEPT Formula

In ShapeChange: Change-Point Estimation using Shape-Restricted Splines

Specify a Jump-Point Category in a CHANGEPT Formula

Description

A symbolic routine to define that the underlying mean curve has a jump point in the formula argument to changept.

Usage

jp(x, trd1 = -1, trd2 = -1, up = TRUE)

Arguments

x	The predictor variable.
trd1	If trd1 is -1 (1), then the estimated curve is constrained to be non-increasing (non-decreasing) on the left of the estimated jump point. The default is trd1 = -1.
trd2	If trd2 is -1 (1), then the estimated curve is constrained to be non-increasing (non-decreasing) on the right of the estimated jump point. The default is trd2 = -1.
up	The jump direction at the jump point. The default is up = TRUE, i.e., there is an upward jump; otherwise, there is a downward jump.

Details

For the jump-point case, the user can choose either to impose a shape constraint on the estimated curve or not. If no shape constraint is imposed, only a jump point will be detected by the changept routine; otherwise, a jump point will be detected and the shape of the curve will be constrained according to the parameters trd1 and trd2 in a subinterval which is made of two consecutive knots and contains the jump point.

Value

The vector "x" with five attributes, i.e., nm: the name of x; categ: the category of the change-point, "jump"; trd1 and trd2: -1(non-increasing) or 1 (non-decreasing); up: the jump direction.

The nm and categ attributes are used in the plot routine; the trd1, trd2, and up attributes are used to set up a shape-constrained regression.

Author(s)

Xiyue Liao

See Also

tp, ip

Examples

## Not run: 
  # simulated curve with an upward jump at .7
  n = 1000
  x = seq(1/n, 1, length = n)

  set.seed(123) 
  y =  4 * sin(5 * x) + 3 * x + (x >= .7) + rnorm(n, sd = 1)
  ans = changept(y ~ jp(x))

  plot(ans)

## End(Not run) 

ShapeChange documentation built on Sept. 8, 2023, 6:06 p.m.