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ShapeChange (version 1.5)

ShapeChange-package: 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.

Arguments

Author

Xiyue Liao and Mary C. Meyer

Maintainer: Xiyue Liao <xiyue@rams.colostate.edu>

Details

Package:ShapeChange
Type:Package
Version:1.3
Date:2016-03-19
License:GPL (>= 2)