smqreg {ftnonpar} | R Documentation |
Applies the smooth taut string method to one-dimensional data.
smqreg(y, thr.const=2.5, verbose=FALSE, bandwidth=-1, sigma=-1, localsqueezing=TRUE, squeezing.factor=0.5, DYADIC=TRUE, firstlambda=100,smqeps=1/length(y),fsign=double(0),gensign=TRUE, tolerance = 1e-12,...)
y |
observed values (ordered by value of independent variable) |
thr.const |
smoothing parameter for the multiresolution criterion (should be approximately 2.5) |
verbose |
logical, if T progress (for each iteration) is illustrated grahically |
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 T (default) the bandwidth is changed locally. |
squeezing.factor |
The amount of decrement applied to the bandwidthes |
DYADIC |
If TRUE the multiresolution constraints are only checked on dyadic intervals. |
firstlambda |
Initial value of lambda's for local or global squeezing. |
smqeps |
Distance between the (equally-spaced) time points. |
fsign |
Monotonicity constraints, vector of size n-1 of -1,0 and 1's. If fsign[i]==1, then fhat[i+1]>= fhat[i]. If fsign[i]==-1, then fhat[i+1]<=f[i]. Otherwise no constraint at this position. |
gensign |
If TRUE the taut string method is used to automatically produce suitable monotonicity constraints. |
tolerance |
Precision for the nested intervals for solving the minimisation problem. |
... |
Passed to the plot command if verbose=T. |
A list with components
y |
The approximation of the given data |
nmax |
Number of local extreme values |
sigma |
Standard deviation used |
Arne Kovac A.Kovac@bristol.ac.uk
Kovac, A. (2006) Smooth functions and local extreme values. Technical Report
pmreg,mintvmon
,l1pmreg
,pmden
,pmspec
data(djdata) par(mfrow=c(2,2)) plot(djblocks,col="grey") lines(smqreg(djblocks)$y,col="red") plot(djbumps,col="grey") lines(smqreg(djbumps)$y,col="red") plot(djheavisine,col="grey") lines(smqreg(djheavisine)$y,col="red") plot(djdoppler,col="grey") lines(smqreg(djdoppler)$y,col="red")