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#############################################################
# loggammacensrob.TQTau function
# Author: C. Agostinelli, A. Marazzi,
# V.J. Yohai and I. Locatelli
# Maintainer e-mail: claudio.agostinelli@unitn.it
# Date: November, 16, 2015
# Version: 0.1
# Copyright (C) 2013 C. Agostinelli A. Marazzi,
# V.J. Yohai and I. Locatelli
#############################################################
#### TWQtauCens
loggammacensrob.TQTau <- function(x, delta, w=rep(1, length(x)), control=loggammarob.control()) {
lgrid <- seq(control$lower, control$upper, length.out=control$n)
n <- length(x)
# TWQtau for lambda, mu, sigma based on residuals w.r.t. an initial regression.
SQ <- SurvQuant(x,delta,w) # Kaplan Meier
ri <- SQ$ri # ri=dati non censurati ordinati
qi <- SQ$qi # qi=quantili di kaplan meier
pos <- which(qi <= control$qthreshold)
ri <- ri[pos]
qi <- qi[pos]
QT <- WQtauCens(ri=ri,qi=qi,w=rep(1,length(ri)),lgrid=lgrid,
c1=control$tuning.rho,c2=control$tuning.psi,
N=control$nResample, maxit=control$maxit,
tol=control$refine.tol,Qrefine=FALSE)
result <- list(mu=QT$mu1, sigma=QT$sig1, lambda=QT$lam1, weights=w, iterations=NULL, error=NULL)
return(result)
}
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