R_回帰分析とbreakpoint

# "1994 年の新聞記事"の中で参照された時代を記録したデータ head(faz, 3) faz$Distance <- 1:nrow(faz) plot(log(faz$Distance), log(faz$Frequency + 1), xlab = "log Distance", ylab = "log Frequency")
# p.237 faz$LogFrequency <- log(faz$Frequency + 1) faz$LogDistance <- log(faz$Distance) breakpoint <- log(59)
faz$ShiftedLogDistance <- faz$LogDistance - breakpoint plot(faz$ShiftedLogDistance, faz$LogFrequency, xlab = "log Shifted Distance", ylab = "log Frequnecy") faz.left <- lm(LogFrequency ~ ShiftedLogDistance, data = faz[faz$ShiftedLogDistance <= 0,]) faz.right <- lm(LogFrequency ~ ShiftedLogDistance, data = faz[faz$ShiftedLogDistance >= 0,]) abline(faz.left, lty = 1) abline(faz.right, lty = 2)
ここでLogFrequency? ~ ShiftedLogDistance? : PastBreakPoint? は 最初の引数で求めた変数のスロープをもとに,データの後半部分()のスロープを求めることを意味する.(Baayen, p.354:6:5)
faz$PastBreakPoint <- as.factor(
faz$ShiftedLogDistance > 0)
faz.both <- lm(LogFrequency ~ ShiftedLogDistance :
PastBreakPoint, data = faz)
anova(faz.both, lm(LogFrequency ~ ShiftedLogDistance,
data = faz))
# p.237
deviances <- rep(0, nrow(faz) - 1)
for(pos in 1:(nrow(faz) - 1)){
breakpoint <- log(pos)
faz$ShiftedLogDistance <-
faz$LogDistance - breakpoint
faz$PastBreakPoint <- as.character(
faz$ShiftedLogDistance > 0)
faz.both <- lm(LogFrequency ~
ShiftedLogDistance:PastBreakPoint, data = faz)
deviances[pos] <- deviance(faz.both)
}
# p.239
best <- which(deviances == min(deviances))
best
breakpoint <- log(best)
faz$ShiftedLogDistance <- faz$LogDistance - breakpoint
faz$PastBreakPoint <- as.character(
faz$ShiftedLogDistance > 0)
faz.both <- lm(LogFrequency ~
ShiftedLogDistance:PastBreakPoint, data = faz)
par(mfrow = c(2,2), bg = "white")
plot(log(1:length(deviances)), deviances, type = "l",
xlab = "breakpoint",ylab = "deviance")
plot( faz$LogDistance, faz$LogFrequency, type = "l",
xlab = "Log Distance",ylab = "Log Frequency",
col = "darkgrey")
lines(faz$LogDistance, fitted(faz.both))
添付ファイル:
baayen240.png 783件
[詳細]
Last-modified: 2007-10-12 (金) 12:44:44 (6702d)