linear model with "change point"

cplm.R

x <- seq(-1,1, length.out=100)
x2 <- 1*(x>0)
X <- cbind(x, x2, x*x2)
B <- c(0.5,2,-1)
mu <- c(X%*%B)
set.seed(2024);y <- mu + rnorm(100,0,0.1)

fit <- lm.fit(X,y)
muhat <- c(X%*%c(fit$coefficients))

png("cplm.png")
plot(x,y)
lines(x,mu, lty=2, col="royalblue")
lines(x,muhat)
legend("topleft", c("estimates","true"),lty=2:1,lwd=1.5,
       col=c("royalblue","black"))
dev.off()