## Demo for a simple change point (broken-stick) problem x <- runif(200,0,10) u <- rnorm(200)/5 y <- 1 + x - .5 * (x-3) * (x > 3) + u plot(y ~ x, cex= .5, col = "grey") z <- rqss(y ~ qss(x,lambda = 10), tau= .50) plot(z, col = "dark blue") #Now plot the fitted points and jump points in derivative eps <- 0.00001 # Zero Tolerance Nz <- abs(z$resid[1:200]) < eps Nj <- abs(z$resid[201:398]) > eps xx <- z$qss[[1]]$xyz[,1] yy <- z$coef[1] + z$qss[[1]]$xyz[,2] xj <- xx[3:200] yj <- yy[3:200] points(xx[Nz],yy[Nz],col="green") points(xj[Nj],yj[Nj],col="red") print(paste("Number of zero residuals: ",sum(Nz))) print(paste("Number of jumps in slope: ",sum(Nj))) legend(6,3,c("Derivative Jumps", "Zero residuals"),pch = "o", col=c("red","green"))