Usage
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.