Tuesday, March 29, 2011

How to determine the flat regime using R

Suppose the graph of (x,y) is first almost linear, then relatively flat, then almost linear again. How to find the middle flat regime?

# diff1 saves the difference of current value and predicted value using existing points from the left side

k<-length(x)
diff1<-c()
for(i in c(2:k)) {
tx<-x[1:i]
ty<-y[1:i]
tfitted<-glm(ty ~ tx)
diff1<-c(diff1, residuals(tfitted)[i])
}
diff1<-c(diff1[1],diff1)

# diff2 saves the difference of current value and predicted value using existing points from the right side
diff2<-c()
for(i in c((k-1):1)) {
tx<-x[i:k]
ty<-y[i:k]
tfitted<-glm(ty ~ tx)
diff2<-c(residuals(tfitted)[1], diff2)
}
diff2<-c(diff2,diff2[k-1])

1 comment:

Unknown said...

Very nice information Thank you for this Article
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nice info this post
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