How to limit an isotonic step regression to exactly n steps?

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How to limit an isotonic step regression to exactly n steps?

tjagdish
I am trying to fit an isotonic step function to my data. Every isotonic
step regression function (I've tried isoreg, pava, etc) 'finds' multiple
points of increase (steps) across my dataset. However, I would like to
limit the steps to 7, because given my understanding of the data, I expect
exactly 7 sudden points of increase.

(I will then see if the steps predicted by the regression occur at the regions
I expect them to.)

Could anyone please help me restrict the number of points to 7 or any
other defined
number? I would really appreciate it.

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Re: How to limit an isotonic step regression to exactly n steps?

PIKAL Petr
Hi

Did you consider strucchange or segmented packages? They accept restriction on number of segments.

Cheers
Petr

> -----Original Message-----
> From: R-help <[hidden email]> On Behalf Of Tanush Jagdish
> Sent: Friday, July 27, 2018 12:30 AM
> To: [hidden email]
> Subject: [R] How to limit an isotonic step regression to exactly n steps?
>
> I am trying to fit an isotonic step function to my data. Every isotonic step
> regression function (I've tried isoreg, pava, etc) 'finds' multiple points of
> increase (steps) across my dataset. However, I would like to limit the steps to 7,
> because given my understanding of the data, I expect exactly 7 sudden points
> of increase.
>
> (I will then see if the steps predicted by the regression occur at the regions I
> expect them to.)
>
> Could anyone please help me restrict the number of points to 7 or any other
> defined number? I would really appreciate it.
>
> [[alternative HTML version deleted]]
>
> ______________________________________________
> [hidden email] mailing list -- To UNSUBSCRIBE and more, see
> https://stat.ethz.ch/mailman/listinfo/r-help
> PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
> and provide commented, minimal, self-contained, reproducible code.
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