Does anybody aware of a package for "piecewise linear regression" ?
+5
A:
there's a function called piecewise.linear
in the SiZer package.
Searching RSeek.org is often a good place to start for instances like this where you want to know if something exists already.
Fojtasek
2010-05-18 04:43:40
A:
Not sure this will help, but what about the package earth that does MARS?
Btibert3
2010-05-18 14:55:22
+1
A:
You might also want to check out the breakpoints function in the strucchange package. I've used it when I've had an unknown number of breakpoints. It's easy to use and has good documentation.
Jeromy Anglim
2010-05-20 13:24:26