Nothing
#' Calculate Standard Residuals
#'
#' Standardizes the residuals obtained from the GR fitting.
#'
#'
#' @param x Design matrix.
#' @param y Response vector.
#' @param resid Residuals obtained from the rank-based fitting.
#' @param delta See HM (2012).
#' @param param See HM (2012).
#' @param conf See HM (2012).
#'
#' @author J. W. McKean
#'
#' @references T. P. Hettmansperger and J. W. McKean. Robust Nonparametric
#' Statistical Methods. Chapman Hall, 2012.
#'
#' Y. K. Bilgic. Rank-based estimation and prediction for mixed effects models
#' in nested designs. 2012. URL http://scholarworks.wmich.edu/dissertations/40.
#' Dissertation.
#'
#' @importFrom MASS ginv
#' @export
stanresidgr <- function(x, y, resid, delta = 0.8, param = 2, conf = 0.95) {
xc = as.matrix(centerx(x))
n = length(y)
p = length(xc[1, ])
pp1 = p + 1
hc = diag(xc %*% ginv(t(xc) %*% xc) %*% t(xc))
tau = wilcoxontau(resid, p, delta = 0.8, param = 2)
taus = taustar(resid, p, conf = 0.95)
deltas = sum(abs(resid))/(n - pp1)
delta = wildisp(resid)/(n - pp1)
sig = mad(resid)
k1 = (taus^2/sig^2) * (((2 * deltas)/taus) - 1)
k2 = (tau^2/sig^2) * (((2 * delta)/tau) - 1)
s1 = sig^2 * (1 - (k1/n) - k2 * hc)
s2 = s1
s2[s1 <= 0] = sig^2 * (1 - (1/n) - hc[s1 <= 0])
ind = rep(0, n)
ind[s1 <= 0] = 1
stanresid = resid/sqrt(s2)
list(stanr = stanresid, ind = ind, rawresids = resid, tau = tau,
taustar = taus)
}
Any scripts or data that you put into this service are public.
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.