In mknoll/cmpR: Fixed regressor wild boostrap.

knitr::opts_chunk$set(
  collapse = TRUE,
  comment = "#>"
)

library(cmpR)

Create data

set.seed(123456)
x <- 1:10
y <- 0.5*x+rnorm(length(x), sd=1:10*0.1)
df <- data.frame(y=y,x=x, a=rnorm(length(y)))
#few problems
df$y[10] <- df$y[10]*3
plot(y~x, data=df, ylim=c(0, 15), xlim=c(0,15))
abline(lm(y~x,data=df))

#instantiate class
obj <- new("cmpR", df, y~x)

#more than one covar, test effect of x
#obj <- new("cmpR", df, y~x+a)

#more than one covar, test effect of a
#obj <- new("cmpR", df, y~a+x)

variant 1

## returns t-value
t1 <- tcalFast2(obj, method="V1")

variant 2

## returns t-value
t2 <- tcalFast2(obj, method="V2")

robust

rob <- robust(obj)
rob <- lapply(rob, function(x) {    
       p <- NA        
       if (is.null(dim(x$fit))) {        
           p <- x$fit        
       } else {        
           p <- x$fit[2,4]        
       }        
       data.frame(type=x$type,p=p)        
})

compare

df1 <- rbind(do.call(rbind, rob),
        data.frame(type="variant 1", p=pt(t1, df=length(df[,1])-2, lower.tail=F)),
        data.frame(type="variant 2", p=pt(t2, df=length(df[,1])-2, lower.tail=F)))
par(mar=c(9,4,3,3))
barplot(df1$p, names.arg=df1$type,las=2,ylab="p")
abline(h=0.05)