breakfactor {strucchange}R Documentation

Factor Coding of Segmentations

Description

Generates a factor encoding the segmentation given by a set of breakpoints.

Usage

breakfactor(obj, breaks = NULL, labels = NULL, ...)

Arguments

obj An object of class "breakpoints" or "breakpointsfull" respectively.
breaks an integer specifying the number of breaks to extract (only if obj is of class "breakpointsfull"), by default the minimum BIC partition is used.
labels a vector of labels for the returned factor, by default the segments are numbered starting from "segment1".
... further arguments passed to factor.

Value

A factor encoding the segmentation.

See Also

breakpoints

Examples

if(! "package:stats" %in% search()) library(ts)

## Nile data with one breakpoint: the annual flows drop in 1898
## because the first Ashwan dam was built
data(Nile)
plot(Nile)

## compute breakpoints
bp.nile <- breakpoints(Nile ~ 1)

## fit and visualize segmented and unsegmented model
fm0 <- lm(Nile ~ 1)
fm1 <- lm(Nile ~ breakfactor(bp.nile, breaks = 1))

lines(fitted(fm0), col = 3)
lines(fitted(fm1), col = 4)
lines(bp.nile, breaks = 1)
[Package strucchange version 1.2-12 Index]