stick.ar.0 {bentcableAR} | R Documentation |

## Broken-Stick Regression for Independent Data

### Description

This function is the main engine for `bentcable.ar`

when a
broken stick (i.e. `\gamma`

=0 for bent cable) model is assumed
for independent data. For AR(p) time-series data, this function is
intended for determining an appropriate p and initial values for
the stick parameters.

### Usage

```
stick.ar.0(init.vect, y.vect, t.vect = NULL, n = NA)
```

### Arguments

`init.vect` |
A numeric vector of initial values, in the form
of |

`y.vect` |
A numeric vector of response data. |

`t.vect` |
A numeric vector of design points, which need not be
equidistant. Specifying |

`n` |
Length of response vector (optional). |

### Details

The returned object is compatible with a `cable.ar.p.iter`

object for independent data.

The broken stick as a special case of the bent cable has form
`f(t) = b_0 + b_1 t + b_2 (t-\tau) I\{t>\tau\} `

.

Broken-stick regression by maximum likelihood for independent data
is performed via nonlinear least-squares estimation of
`\theta=(b_0,b_1,b_2,\tau)`

through the built-in **R** function
`nls`

. The estimation relies on the user-supplied initial
values in `init`

.

### Value

`fit` |
An |

`y` , `t` , `n` |
As supplied by the user. |

`p` , `stick` |
The values |

### Note

This function is intended for internal use by `bentcable.ar`

.

### Author(s)

Grace Chiu

### References

See the `bentcableAR`

package references.

### See Also

`cable.ar.p.iter`

, `fullcable.t`

,
`cable.fit.known.change`

.

### Examples

```
data(sockeye)
stick.ar.0( c(13,.1,-.7,12), sockeye$logReturns )
```

*bentcableAR*version 0.3.1 Index]