piesewise linear regression set constraints
from this question and answer, I'm trying to make a picewise linear regression with onknown breakpoint.
The difference, is that I need so contraint the slope on either side fo the breakpoint, wich i'm not able to do yet.
my data looks like this. I would like an function, so I can map it over multiple nested datasets.
dput(head(my_data, 30 ))
structure(list(vo2 = c(1.967, 3.113, 2.881, 2.931, 2.809, 2.802,
2.937, 3.235, 3.238, 3.118, 3.177, 2.959, 2.741, 3.157, 2.975,
2.986, 3.231, 2.448, 2.966, 2.834, 3.559, 3.37, 3.187, 3.079,
3.076, 2.848, 3.16, 3.285, 3.159, 3.305), vco2 = c(1.552, 2.458,
2.303, 2.372, 2.264, 2.284, 2.352, 2.566, 2.585, 2.506, 2.6,
2.441, 2.251, 2.592, 2.418, 2.428, 2.665, 2.039, 2.437, 2.298,
2.891, 2.733, 2.609, 2.514, 2.538, 2.286, 2.497, 2.59, 2.489,
2.606)), row.names = c(NA, -30L), class = c("tbl_df", "tbl",
"data.frame"))
The answer i'm working from is here
https://stackoverflow.com/a/15877616/9368078
the code is here
function (x,y)
{
f <- function (Cx)
lhs <- function(x) ifelse(x < Cx,Cx-x,0)
rhs <- function(x) ifelse(x < Cx,0,x-Cx)
fit <- lm(y ~ lhs(x) + rhs(x))
c(summary(fit)$r.squared,
summary(fit)$coef[1], summary(fit)$coef[2],
summary(fit)$coef[3])
r2 <- function(x) -(f(x)[1])
res <- optimize(r2,interval=c(min(x),max(x)))
res <- c(res$minimum,f(res$minimum))
best_Cx <- res[1]
coef1 <- res[3]
coef2 <- res[4]
coef3 <- res[5]
plot(x,y)
abline(coef1+best_Cx*coef2,-coef2) #lhs
abline(coef1-best_Cx*coef3,coef3) #rs
inspiration solution
T've tried the following alternatives, so I can contraint the slope. Here I try to set boundaries on the coef in optimize.
f <- function (Cx)
lhs <- function(x) ifelse(x < Cx,Cx-x,0)
rhs <- function(x) ifelse(x < Cx,0,x-Cx)
fit <- lm(y ~ lhs(x) + rhs(x))
c(summary(fit)$r.squared,
summary(fit)$coef[1], summary(fit)$coef[2],
summary(fit)$coef[3])
r2 <- function(x) -(f(x)[1])
res <- optimize(r2,interval=c(min(x),max(x), lower = c(-100,-100,1), upper = c(100,1,100)) )
res <- c(res$minimum,f(res$minimum))
best_Cx <- res[1]
coef1 <- res[3]
coef2 <- res[4]
coef3 <- res[5]
plot(x,y)
abline(coef1+best_Cx*coef2,-coef2) #lhs
abline(coef1-best_Cx*coef3,coef3) #rs
Here I try an nls solution. Where I try to set boundaries on the variables.
f <- function (Cx)
lhs <- function(x) ifelse(x < Cx,Cx-x,0)
rhs <- function(x) ifelse(x < Cx,0,x-Cx)
fit <- nls(y ~ lhs(x) + rhs(x), start = c(0,1.5),
algorithm = "port",
lower = c(-inf,-inf,1),
upper = c(inf,1,inf) )
c(summary(fit)$r.squared,
summary(fit)$coef[1], summary(fit)$coef[2],
summary(fit)$coef[3])
r2 <- function(x) -(f(x)[1])
res <- optimize(r2,interval=c(min(x),max(x)) )
res <- c(res$minimum,f(res$minimum))
best_Cx <- res[1]
coef1 <- res[3]
coef2 <- res[4]
coef3 <- res[5]
But neither solution works for me. So I'm defiently doing something wrong.
I'm into sports science, and trying to learn a bit of statistics.
Can someone point my in a direction regarding a solution.
r
add a comment |
from this question and answer, I'm trying to make a picewise linear regression with onknown breakpoint.
The difference, is that I need so contraint the slope on either side fo the breakpoint, wich i'm not able to do yet.
my data looks like this. I would like an function, so I can map it over multiple nested datasets.
dput(head(my_data, 30 ))
structure(list(vo2 = c(1.967, 3.113, 2.881, 2.931, 2.809, 2.802,
2.937, 3.235, 3.238, 3.118, 3.177, 2.959, 2.741, 3.157, 2.975,
2.986, 3.231, 2.448, 2.966, 2.834, 3.559, 3.37, 3.187, 3.079,
3.076, 2.848, 3.16, 3.285, 3.159, 3.305), vco2 = c(1.552, 2.458,
2.303, 2.372, 2.264, 2.284, 2.352, 2.566, 2.585, 2.506, 2.6,
2.441, 2.251, 2.592, 2.418, 2.428, 2.665, 2.039, 2.437, 2.298,
2.891, 2.733, 2.609, 2.514, 2.538, 2.286, 2.497, 2.59, 2.489,
2.606)), row.names = c(NA, -30L), class = c("tbl_df", "tbl",
"data.frame"))
The answer i'm working from is here
https://stackoverflow.com/a/15877616/9368078
the code is here
function (x,y)
{
f <- function (Cx)
lhs <- function(x) ifelse(x < Cx,Cx-x,0)
rhs <- function(x) ifelse(x < Cx,0,x-Cx)
fit <- lm(y ~ lhs(x) + rhs(x))
c(summary(fit)$r.squared,
summary(fit)$coef[1], summary(fit)$coef[2],
summary(fit)$coef[3])
r2 <- function(x) -(f(x)[1])
res <- optimize(r2,interval=c(min(x),max(x)))
res <- c(res$minimum,f(res$minimum))
best_Cx <- res[1]
coef1 <- res[3]
coef2 <- res[4]
coef3 <- res[5]
plot(x,y)
abline(coef1+best_Cx*coef2,-coef2) #lhs
abline(coef1-best_Cx*coef3,coef3) #rs
inspiration solution
T've tried the following alternatives, so I can contraint the slope. Here I try to set boundaries on the coef in optimize.
f <- function (Cx)
lhs <- function(x) ifelse(x < Cx,Cx-x,0)
rhs <- function(x) ifelse(x < Cx,0,x-Cx)
fit <- lm(y ~ lhs(x) + rhs(x))
c(summary(fit)$r.squared,
summary(fit)$coef[1], summary(fit)$coef[2],
summary(fit)$coef[3])
r2 <- function(x) -(f(x)[1])
res <- optimize(r2,interval=c(min(x),max(x), lower = c(-100,-100,1), upper = c(100,1,100)) )
res <- c(res$minimum,f(res$minimum))
best_Cx <- res[1]
coef1 <- res[3]
coef2 <- res[4]
coef3 <- res[5]
plot(x,y)
abline(coef1+best_Cx*coef2,-coef2) #lhs
abline(coef1-best_Cx*coef3,coef3) #rs
Here I try an nls solution. Where I try to set boundaries on the variables.
f <- function (Cx)
lhs <- function(x) ifelse(x < Cx,Cx-x,0)
rhs <- function(x) ifelse(x < Cx,0,x-Cx)
fit <- nls(y ~ lhs(x) + rhs(x), start = c(0,1.5),
algorithm = "port",
lower = c(-inf,-inf,1),
upper = c(inf,1,inf) )
c(summary(fit)$r.squared,
summary(fit)$coef[1], summary(fit)$coef[2],
summary(fit)$coef[3])
r2 <- function(x) -(f(x)[1])
res <- optimize(r2,interval=c(min(x),max(x)) )
res <- c(res$minimum,f(res$minimum))
best_Cx <- res[1]
coef1 <- res[3]
coef2 <- res[4]
coef3 <- res[5]
But neither solution works for me. So I'm defiently doing something wrong.
I'm into sports science, and trying to learn a bit of statistics.
Can someone point my in a direction regarding a solution.
r
Check out CRAN package segmented. It might save you time to use tested functions than to try to write your own.
– Rui Barradas
Nov 12 '18 at 12:31
@RuiBarradas, thanks for your suggestion. I've been messing around with segmented. But I can not figure out, how to constain the slope in segmented. Do you know if it is possible?
– olesendan
Nov 12 '18 at 13:38
I don't believe so, what you can is to pass an initial estimate for the breakpoint.
– Rui Barradas
Nov 12 '18 at 14:50
add a comment |
from this question and answer, I'm trying to make a picewise linear regression with onknown breakpoint.
The difference, is that I need so contraint the slope on either side fo the breakpoint, wich i'm not able to do yet.
my data looks like this. I would like an function, so I can map it over multiple nested datasets.
dput(head(my_data, 30 ))
structure(list(vo2 = c(1.967, 3.113, 2.881, 2.931, 2.809, 2.802,
2.937, 3.235, 3.238, 3.118, 3.177, 2.959, 2.741, 3.157, 2.975,
2.986, 3.231, 2.448, 2.966, 2.834, 3.559, 3.37, 3.187, 3.079,
3.076, 2.848, 3.16, 3.285, 3.159, 3.305), vco2 = c(1.552, 2.458,
2.303, 2.372, 2.264, 2.284, 2.352, 2.566, 2.585, 2.506, 2.6,
2.441, 2.251, 2.592, 2.418, 2.428, 2.665, 2.039, 2.437, 2.298,
2.891, 2.733, 2.609, 2.514, 2.538, 2.286, 2.497, 2.59, 2.489,
2.606)), row.names = c(NA, -30L), class = c("tbl_df", "tbl",
"data.frame"))
The answer i'm working from is here
https://stackoverflow.com/a/15877616/9368078
the code is here
function (x,y)
{
f <- function (Cx)
lhs <- function(x) ifelse(x < Cx,Cx-x,0)
rhs <- function(x) ifelse(x < Cx,0,x-Cx)
fit <- lm(y ~ lhs(x) + rhs(x))
c(summary(fit)$r.squared,
summary(fit)$coef[1], summary(fit)$coef[2],
summary(fit)$coef[3])
r2 <- function(x) -(f(x)[1])
res <- optimize(r2,interval=c(min(x),max(x)))
res <- c(res$minimum,f(res$minimum))
best_Cx <- res[1]
coef1 <- res[3]
coef2 <- res[4]
coef3 <- res[5]
plot(x,y)
abline(coef1+best_Cx*coef2,-coef2) #lhs
abline(coef1-best_Cx*coef3,coef3) #rs
inspiration solution
T've tried the following alternatives, so I can contraint the slope. Here I try to set boundaries on the coef in optimize.
f <- function (Cx)
lhs <- function(x) ifelse(x < Cx,Cx-x,0)
rhs <- function(x) ifelse(x < Cx,0,x-Cx)
fit <- lm(y ~ lhs(x) + rhs(x))
c(summary(fit)$r.squared,
summary(fit)$coef[1], summary(fit)$coef[2],
summary(fit)$coef[3])
r2 <- function(x) -(f(x)[1])
res <- optimize(r2,interval=c(min(x),max(x), lower = c(-100,-100,1), upper = c(100,1,100)) )
res <- c(res$minimum,f(res$minimum))
best_Cx <- res[1]
coef1 <- res[3]
coef2 <- res[4]
coef3 <- res[5]
plot(x,y)
abline(coef1+best_Cx*coef2,-coef2) #lhs
abline(coef1-best_Cx*coef3,coef3) #rs
Here I try an nls solution. Where I try to set boundaries on the variables.
f <- function (Cx)
lhs <- function(x) ifelse(x < Cx,Cx-x,0)
rhs <- function(x) ifelse(x < Cx,0,x-Cx)
fit <- nls(y ~ lhs(x) + rhs(x), start = c(0,1.5),
algorithm = "port",
lower = c(-inf,-inf,1),
upper = c(inf,1,inf) )
c(summary(fit)$r.squared,
summary(fit)$coef[1], summary(fit)$coef[2],
summary(fit)$coef[3])
r2 <- function(x) -(f(x)[1])
res <- optimize(r2,interval=c(min(x),max(x)) )
res <- c(res$minimum,f(res$minimum))
best_Cx <- res[1]
coef1 <- res[3]
coef2 <- res[4]
coef3 <- res[5]
But neither solution works for me. So I'm defiently doing something wrong.
I'm into sports science, and trying to learn a bit of statistics.
Can someone point my in a direction regarding a solution.
r
from this question and answer, I'm trying to make a picewise linear regression with onknown breakpoint.
The difference, is that I need so contraint the slope on either side fo the breakpoint, wich i'm not able to do yet.
my data looks like this. I would like an function, so I can map it over multiple nested datasets.
dput(head(my_data, 30 ))
structure(list(vo2 = c(1.967, 3.113, 2.881, 2.931, 2.809, 2.802,
2.937, 3.235, 3.238, 3.118, 3.177, 2.959, 2.741, 3.157, 2.975,
2.986, 3.231, 2.448, 2.966, 2.834, 3.559, 3.37, 3.187, 3.079,
3.076, 2.848, 3.16, 3.285, 3.159, 3.305), vco2 = c(1.552, 2.458,
2.303, 2.372, 2.264, 2.284, 2.352, 2.566, 2.585, 2.506, 2.6,
2.441, 2.251, 2.592, 2.418, 2.428, 2.665, 2.039, 2.437, 2.298,
2.891, 2.733, 2.609, 2.514, 2.538, 2.286, 2.497, 2.59, 2.489,
2.606)), row.names = c(NA, -30L), class = c("tbl_df", "tbl",
"data.frame"))
The answer i'm working from is here
https://stackoverflow.com/a/15877616/9368078
the code is here
function (x,y)
{
f <- function (Cx)
lhs <- function(x) ifelse(x < Cx,Cx-x,0)
rhs <- function(x) ifelse(x < Cx,0,x-Cx)
fit <- lm(y ~ lhs(x) + rhs(x))
c(summary(fit)$r.squared,
summary(fit)$coef[1], summary(fit)$coef[2],
summary(fit)$coef[3])
r2 <- function(x) -(f(x)[1])
res <- optimize(r2,interval=c(min(x),max(x)))
res <- c(res$minimum,f(res$minimum))
best_Cx <- res[1]
coef1 <- res[3]
coef2 <- res[4]
coef3 <- res[5]
plot(x,y)
abline(coef1+best_Cx*coef2,-coef2) #lhs
abline(coef1-best_Cx*coef3,coef3) #rs
inspiration solution
T've tried the following alternatives, so I can contraint the slope. Here I try to set boundaries on the coef in optimize.
f <- function (Cx)
lhs <- function(x) ifelse(x < Cx,Cx-x,0)
rhs <- function(x) ifelse(x < Cx,0,x-Cx)
fit <- lm(y ~ lhs(x) + rhs(x))
c(summary(fit)$r.squared,
summary(fit)$coef[1], summary(fit)$coef[2],
summary(fit)$coef[3])
r2 <- function(x) -(f(x)[1])
res <- optimize(r2,interval=c(min(x),max(x), lower = c(-100,-100,1), upper = c(100,1,100)) )
res <- c(res$minimum,f(res$minimum))
best_Cx <- res[1]
coef1 <- res[3]
coef2 <- res[4]
coef3 <- res[5]
plot(x,y)
abline(coef1+best_Cx*coef2,-coef2) #lhs
abline(coef1-best_Cx*coef3,coef3) #rs
Here I try an nls solution. Where I try to set boundaries on the variables.
f <- function (Cx)
lhs <- function(x) ifelse(x < Cx,Cx-x,0)
rhs <- function(x) ifelse(x < Cx,0,x-Cx)
fit <- nls(y ~ lhs(x) + rhs(x), start = c(0,1.5),
algorithm = "port",
lower = c(-inf,-inf,1),
upper = c(inf,1,inf) )
c(summary(fit)$r.squared,
summary(fit)$coef[1], summary(fit)$coef[2],
summary(fit)$coef[3])
r2 <- function(x) -(f(x)[1])
res <- optimize(r2,interval=c(min(x),max(x)) )
res <- c(res$minimum,f(res$minimum))
best_Cx <- res[1]
coef1 <- res[3]
coef2 <- res[4]
coef3 <- res[5]
But neither solution works for me. So I'm defiently doing something wrong.
I'm into sports science, and trying to learn a bit of statistics.
Can someone point my in a direction regarding a solution.
r
r
asked Nov 12 '18 at 11:50
olesendanolesendan
12
12
Check out CRAN package segmented. It might save you time to use tested functions than to try to write your own.
– Rui Barradas
Nov 12 '18 at 12:31
@RuiBarradas, thanks for your suggestion. I've been messing around with segmented. But I can not figure out, how to constain the slope in segmented. Do you know if it is possible?
– olesendan
Nov 12 '18 at 13:38
I don't believe so, what you can is to pass an initial estimate for the breakpoint.
– Rui Barradas
Nov 12 '18 at 14:50
add a comment |
Check out CRAN package segmented. It might save you time to use tested functions than to try to write your own.
– Rui Barradas
Nov 12 '18 at 12:31
@RuiBarradas, thanks for your suggestion. I've been messing around with segmented. But I can not figure out, how to constain the slope in segmented. Do you know if it is possible?
– olesendan
Nov 12 '18 at 13:38
I don't believe so, what you can is to pass an initial estimate for the breakpoint.
– Rui Barradas
Nov 12 '18 at 14:50
Check out CRAN package segmented. It might save you time to use tested functions than to try to write your own.
– Rui Barradas
Nov 12 '18 at 12:31
Check out CRAN package segmented. It might save you time to use tested functions than to try to write your own.
– Rui Barradas
Nov 12 '18 at 12:31
@RuiBarradas, thanks for your suggestion. I've been messing around with segmented. But I can not figure out, how to constain the slope in segmented. Do you know if it is possible?
– olesendan
Nov 12 '18 at 13:38
@RuiBarradas, thanks for your suggestion. I've been messing around with segmented. But I can not figure out, how to constain the slope in segmented. Do you know if it is possible?
– olesendan
Nov 12 '18 at 13:38
I don't believe so, what you can is to pass an initial estimate for the breakpoint.
– Rui Barradas
Nov 12 '18 at 14:50
I don't believe so, what you can is to pass an initial estimate for the breakpoint.
– Rui Barradas
Nov 12 '18 at 14:50
add a comment |
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Check out CRAN package segmented. It might save you time to use tested functions than to try to write your own.
– Rui Barradas
Nov 12 '18 at 12:31
@RuiBarradas, thanks for your suggestion. I've been messing around with segmented. But I can not figure out, how to constain the slope in segmented. Do you know if it is possible?
– olesendan
Nov 12 '18 at 13:38
I don't believe so, what you can is to pass an initial estimate for the breakpoint.
– Rui Barradas
Nov 12 '18 at 14:50