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