# pmreg: Piecewise monotone regression with taut strings In ftnonpar: Features and Strings for Nonparametric Regression

## Description

Applies the taut string method to one-dimensional data.

## Usage

 ```1 2 3``` ```pmreg(y, thr.const=2.3, verbose=FALSE, extrema.nr=-1, bandwidth=-1, sigma=-1, localsqueezing=TRUE, squeezing.factor=0.5, tolerance=1e-08, extrema.mean=TRUE,DYADIC=TRUE,dyad.factor=1.1,POSTISO=TRUE) ```

## Arguments

 `y` observed values (ordered by value of independent variable) `thr.const` smoothing parameter for the multiresolution criterion (should be approximately 2.3) `verbose` logical, if T progress (for each iteration) is illustrated grahically `extrema.nr` if set to a positive integer an approximation with the specified number of local extreme values is calculated `bandwidth` if set to a positive value the specified bandwidth is used instead of the multiresolution criterion. `sigma` if set to a positive value sigma the standard deviation is set to sigma and not estimated from the data `localsqueezing` logical, if TRUE (default) the bandwidth is changed locally. `squeezing.factor` The amount of decrement applied to the bandwidthes `tolerance` Accuracy used for the determination of the bandwidth when extrema.nr is greater than 0. `extrema.mean` logical, if TRUE (default) the value of the taut string approximation at local extreme values is set to the mean of the observations on the interval where the extremum is taken. `DYADIC` If TRUE the multiresolution constraints are only checked on dyadic intervals. `dyad.factor` If the multiresolution constraints are checked on dyadic intervals, dyad.factor determines the ratio between the lengths of two subsequent level (default is 1.1). `POSTISO` If TRUE (default) any bias caused by local squeezing is removed by applying isotonic and isotonic regression between each two local extreme values.

## Value

A list with components

 `y` The approximation of the given data `sigma` Standard deviation used `widthes` Bandwidth used `nmax` Number of local extreme values `knotsind` Indices of knot points `knotsy` y-koordinates of knots of the taut string

## Author(s)

Arne Kovac A.Kovac@bristol.ac.uk

## References

Davies, P. L. and Kovac, A. (2001) Local Extremes, Runs, Strings and Multiresolution (with discussion) Annals of Statistics. 29. p1-65

`mintvmon`,`l1pmreg`,`pmden`,`pmspec`

## Examples

 ```1 2``` ```data(djdata) pmreg(djdoppler,verbose=TRUE)\$n ```

### Example output           ``` "sigma is "         "0.419006170602322"
 "Press Enter"

 "Press Enter"

 "Press Enter"

 "Press Enter"

 "Press Enter"

 "Press Enter"

 "Press Enter"

 "Press Enter"

 "Press Enter"

 "Press Enter"

 "Press Enter"

 28
```

ftnonpar documentation built on May 2, 2019, 3:04 a.m.