Need R package for piecewise linear regression?

Question

Does anyone know about a piecewise linear regression package?

Answer 1

You can also check the breakpoints function in the strucchange package. I used it when I had an unknown number of breakpoints. It is easy to use and has good documentation.

Answer 2

there is a function called piecewise.linear in the SiZer package .

Finding RSeek.org is often a good place for those occasions when you want to find out if something already exists.

Answer 3

Check Segmented Package

Answer 4

Not sure if this will help, but what about the packet land that does MARS?

Answer 5

There is an M5P method in the RWeka package. This is a regression tree with linear equations in the leaves. Code example

 library("RWeka") MT_model <- M5P(DEP ~ ., data = my_data) 

There are some parameters that need to be configured ...

  MT_model <- M5P(DEP ~ ., data = my_data, control = Weka_control(M = 4, N = FALSE, U = TRUE, R = FALSE)) 

To view a description of the settings:

 WOW('M5P') 

But there is also a carriage package that can adjust your settings automatically.

 library(caret) train(DEP ~ ., data = my_data, method = 'M5')