Solved – How to do piecewise linear regression with multiple unknown knots

change pointregression

Are there any packages to do piecewise linear regression, which can detect the multiple knots automatically? Thanks.
When I use the strucchange package. I could not detect the change points. I have no idea how it detects the change points. From the plots, I could see there are several points I want it could help me to pick them out. Could anyone give an example here?

Best Answer

Would MARS be applicable? R has the package earth that implements it.

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