adaptor: Hogg-Type Adaptive Scheme for Linear Models

In kloke/npsmReg2: R functions for Chapter 7 of Nonparametric Statistical Methods Using R

Description

Function that computes a Hogg-type adaptive scheme for linear models. This scheme is dicussed in detail in Section 7.6 of kloke and McKean (2014).

Usage

adaptor(xmat, y, delta = 0.8, hparm = 2)

Arguments

xmat	design matrix
y	vector of responses
delta	window type parameter used in estimate of scale parameter tau; default is 0.80.
hparm	Huber's cutoff value for outliers used in estimate of scale parameter tau; default is 2.

Value

fitwil	Rank-based fit of linear model using Wilcoxon scores
fitsc	Rank-based fit of linear model using score function selected by adaptive procedure
fitsc	Score selected by adaptive procedure.
iscore	Numerical indicator of score selected by adaptive procedure.

Author(s)

Joe McKean, [e-mail]

References

Kloke, J. and McKean, J.W. (2014), Nonparametric statistical methods using R, Boca Raton, FL: Chapman-Hall.

Examples

y <- rnorm(40)
x <- matrix(rnorm(120),ncol=3)
adaptor(x,y)

kloke/npsmReg2 documentation built on May 20, 2019, 12:34 p.m.