Description Usage Arguments Examples
Function which computes the k steps for the weighted HBR fit.
1 | kstephbr(y, x, ehatk, k, wts2, B, scores = wscores)
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y |
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x |
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ehatk |
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k |
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wts2 |
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B |
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scores |
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 | ##---- Should be DIRECTLY executable !! ----
##-- ==> Define data, use random,
##-- or do help(data=index) for the standard data sets.
## The function is currently defined as
function (y, x, ehatk, k, wts2, B, scores = wscores)
{
eps <- 1e-06
if (k == 1) {
mat <- hbrrewted(x, y)
wts2 <- mat[, 1]
ehatk <- mat[, 2]
robdis2 <- mat[, 3]
}
mstar <- median(ehatk)
ehatk <- ehatk - mstar
n <- length(ehatk)
breaks <- get_breakshbr(ehatk, B)
gs <- getScoreshbr.brf(ehatk, breaks, scores = scores)
ind <- c()
wts <- c()
for (i in 1:n) {
if (abs(ehatk[i]) < eps) {
wts[i] <- 0
ind <- c(ind, i)
}
else {
wts[i] <- gs$scorevec[i]/ehatk[i]
}
}
wts <- abs(wts/max(wts))
wts[ind] <- 1
pwts <- wts2 * wts
yk <- y - mstar
fitkp1 <- lm(yk ~ x, weights = pwts)
if (k == 1) {
list(fitkp1 = fitkp1, wts2 = wts2, pwts = pwts, robdis2 = robdis2,
ehatlts = ehatk)
}
else {
list(fitkp1 = fitkp1, wts2 = wts2, pwts = pwts)
}
}
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