I want to estimate two breakpoints of a function with the next data:
df = data.frame (x = 1:180,
y = c(0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 1, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 1, 2, 0, 0, 0, 2, 2, 4, 2, 2, 3, 2, 1, 2,0, 1, 0, 1, 4, 0, 1, 2, 3, 1, 1, 1, 0, 2, 0, 3, 2, 1, 1, 1, 1, 5, 4, 2, 1, 0, 2, 1, 1, 2, 0, 0, 2, 2, 1, 1, 1, 0, 0, 0, 0,
2, 3, 0, 3, 2, 0, 0, 0, 0, 0, 0, 0,0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0,0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0))
# plotting y ~ x
plot(df)
I know that the function have two breakpoints such that:
y = y1 if x < b1;
y = y2 if b1 < x < b2;
y = y3 if b2 < x;
And I want to find b1
and b2
to fit a kind of rectangular function with the following form
Can anyone help me or point me in the right direction? Thanks!
1) kmeans Try kmeans
like this:
set.seed(123)
km <- kmeans(df, 3, nstart = 25)
> fitted(km, "classes") # or equivalently km$cluster
[1] 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3
[38] 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 1 1 1 1 1 1 1 1 1 1 1 1 1 1
[75] 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1
[112] 1 1 1 1 1 1 1 1 1 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2
[149] 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2
> unique(fitted(km, "centers")) # or except for order km$centers
x y
3 30.5 0.5166667
1 90.5 0.9000000
2 150.5 0.0000000
> # groups are x = 1-60, 61-120 and 121-180
> simplify2array(tapply(df$x, km$cluster, range))
1 2 3
[1,] 61 121 1
[2,] 120 180 60
plot(df, col = km$cluster)
lines(fitted(km)[, "y"] ~ x, df)
2) brute force Another approach is a brute force approach in which we calculate every possible pair of breakpoints and choose the pair whose sum of squares in a linear model is least.
grid <- subset(expand.grid(b1 = 1:180, b2 = 1:80), b1 < b2)
# the groups are [1, b1], (b1, b2], (b2, Inf)
fit <- function(b1, b2, x, y) {
grp <- factor((x > b1) + (x > b2))
lm(y ~ grp)
}
dv <- function(...) deviance(fit(...))
wx <- which.min(mapply(dv, grid$b1, grid$b2, MoreArgs = df))
grid[wx, ]
## b1 b2
## 14264 44 80
plot(df)
lines(fitted(fit(grid$b1[wx], grid$b2[wx], x, y)) ~ x, df)