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BrokenStickRegression(xx, yy,... BROKENSTICKREGRESSION piecewise linear regression. Fits a line
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5.0 | 1 rating Rate this file 16 Downloads (last 30 days) File Size: 3.16 KB File ID: #29387

BrokenStickRegression

13 Nov 2010 (Updated 04 Sep 2011)

A line consisting of connected straight sections is fitted to a cloud of data points.

File Information
Description	A line of connected straight sections is fitted to a 2D-cloud of data points. The sections are described by the coordinates of their endpoints. No toolbox required.
MATLAB release	MATLAB 7.6 (R2008a)

Tags for This File
Everyone's Tags	piecewise linear regression, statistics
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Comments and Ratings (3)
01 Sep 2011	Atul Ingle	Really well written code, exactly what I was looking for. I want to specify only one breakpoint in between the end points -- something this code doesn't allow. But I guess it's an easy modification that I can make if needed.
14 Sep 2011	Atul Ingle	Is there a literature reference for the method used in the code?
15 Sep 2011	Peter Nave	@ Atui Ingle: most probably, but I do not know of any; I "invented" the algorithm. The "penalty" method is very old and well known. -- Peter

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Updates
15 Nov 2010	Code shortened by ca. 20%.
02 Dec 2010	Two bugs detected by Carlos Romero fixed (thanks!). Initial trial breakpoints can now be specified. More error checks provided.
05 Dec 2010	Typographical errors corrected
04 Sep 2011	Improved checks on input; allows a single abscissa point as starting breakpoint.
04 Sep 2011	Further simplifications of the algorithm.

Tag Activity for this File
Tag	Applied By	Date/Time
piecewise linear regression	Peter Nave	15 Nov 2010 10:36:11
statistics	Peter Nave	15 Nov 2010 10:36:11