R_回帰分析とbreakpoint のバックアップソース(No.1) - アールメカブ

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R_回帰分析とbreakpoint のバックアップソース(No.1)

[[R_Baayen]]



head(faz, 3) # "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
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)

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))