pmreg                package:ftnonpar                R Documentation

_P_i_e_c_e_w_i_s_e _m_o_n_o_t_o_n_e _r_e_g_r_e_s_s_i_o_n _w_i_t_h _t_a_u_t _s_t_r_i_n_g_s

_D_e_s_c_r_i_p_t_i_o_n:

     Applies the taut string method to one-dimensional data.

_U_s_a_g_e:

     pmreg(y, thr.const=2.5, verbose=FALSE, extrema.nr=-1, bandwidth=-1, 
     sigma=-1, localsqueezing=TRUE, squeezing.factor=0.5, tolerance=0.001,
     extrema.mean=TRUE)

_A_r_g_u_m_e_n_t_s:

       y: observed values (ordered by value of independent variable)

thr.const: smoothing parameter for the multiresolution criterion
          (should be approximately 2.5)

 verbose: logical, if T progress (for each iteration) is illustrated
          grahically

extrema.nr: if set to a positive integer an approximation with the
          specified number of local extreme values is calculated

bandwidth: if set to a positive value the specified bandwidth is  used
          instead of the multiresolution criterion.

   sigma: if set to a positive value sigma the standard deviation is
          set to sigma and not estimated from the data

localsqueezing: logical, if T (default) the bandwidth is changed
          locally.

squeezing.factor: The amount of decrement applied to the bandwidthes

tolerance: Accuracy used for the determination of the bandwidth when
          extrema.nr is greater than 0.

extrema.mean: logical, if T (default) the value of the taut string
          approximation at local extreme values is set to the mean of
          the observations on the interval where the extremum is taken.

_V_a_l_u_e:

     A list with components 

       y: The approximation of the given data

   sigma: Standard deviation used

 widthes: Bandwidth used

    nmax: Number of local extreme values

knotsind: Indices of knot points

  knotsy: y-koordinates of knots of the taut string

_A_u_t_h_o_r(_s):

     Arne Kovac Arne.Kovac@uni-essen.de

_R_e_f_e_r_e_n_c_e_s:

     Davies, P. L. and Kovac, A. (2001) Local Extremes, Runs, Strings
     and Multiresolution (with discussion) Annals of Statistics. 29.
     p1-65

_S_e_e _A_l_s_o:

     'mintvmon','l1pmreg','pmden','pmspec'

_E_x_a_m_p_l_e_s:

     data(djdata)
     pmreg(djdoppler,verbose=TRUE)$n

