sshapedreg {Sshaped}R Documentation

Estimation of an S-shaped function

Description

This function computes the least squares S-shaped regression estimator and its corresponding inflection point by a sequential mixed primal-dual bases algorithm.

Usage

sshapedreg(x,y)

Arguments

x

a numeric vector that contains all the design points. NB. for the current version, we require all values to be distinct (but not necessarily in ascending order).

y

a numeric vector that contains the values of the response with respect to the design points.

Details

For more details, see Sshaped.

Value

An object of class sshaped, which contains the following fields:

x

covariates copied from input

y

response copied from input

fitted

the fitted values of the regression function with respect to the design points.

rss

the value of the minimised residual sum of squares of the fit

inflection

the estimated location of the inflection point

shape

the shape enforced in the fit, here equals "sshaped"

Author(s)

Examples

x<-seq(-1,1,0.005)
y<-sin(x*pi/2) + rnorm(length(x))
output<-sshapedreg(x,y)
plot(output)
xnew=rnorm(5); predict(output,xnew)

[Package Sshaped version 1.1 Index]