strucchange (version 1.0-2)

breakfactor: Factor Coding of Segmentations

Description

Generates a factor encoding the segmentation given by a set of breakpoints.

Usage

breakfactor(obj, breaks = NULL, labels = NULL, ...)

Arguments

obj

An object of class "breakpoints" or "breakpointsfull" respectively.

breaks

an integer specifying the number of breaks to extract (only if obj is of class {"breakpointsfull"}), by default the minimum BIC partition is used.

labels

a vector of labels for the returned factor, by default the segments are numbered starting from "segment1".

...

further arguments passed to factor.

Value

• A factor encoding the segmentation.

See Also

breakpoints

Examples

require(ts)

## Nile data with one breakpoint: the annual flows drop in 1898
## because the first Ashwan dam was built
data(Nile)
plot(Nile)

## compute breakpoints
bp.nile <- breakpoints(Nile ~ 1)

## fit and visualize segmented and unsegmented model
fm0 <- lm(Nile ~ 1)
fm1 <- lm(Nile ~ breakfactor(bp.nile, breaks = 1))

lines(fitted(fm0), col = 3)
lines(fitted(fm1), col = 4)
lines(bp.nile, breaks = 1)