COVreg:

In musto101/wilcox_R: What the package does (short line)

Usage

COVreg(x, y, cov.fun = MARest, loc.fun = MARest, xout = FALSE, outfun = out, ...)

Arguments

x
y
cov.fun
loc.fun
xout
outfun
...

Examples

##---- 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 (x, y, cov.fun = MARest, loc.fun = MARest, xout = FALSE, 
    outfun = out, ...) 
{
    xy = elimna(cbind(x, y))
    p1 = ncol(xy)
    p = p1 - 1
    x = xy[, 1:p]
    y = xy[, p1]
    x <- as.matrix(x)
    if (xout) {
        x <- as.matrix(x)
        flag <- outfun(x, ...)$keep
        x <- x[flag, ]
        y <- y[flag]
        x <- as.matrix(x)
    }
    AC = cov.fun(cbind(x, y), ...)$cov
    ma <- AC[1:p, p1]
    m <- AC[1:p, 1:p]
    slope <- solve(m, ma)
    mvals <- loc.fun(cbind(x, y))$center
    b0 <- mvals[p1] - sum(slope %*% mvals[1:p])
    res <- y - x %*% slope - b0
    list(coef = c(b0, slope), residuals = res)
  }

musto101/wilcox_R documentation built on May 23, 2019, 10:52 a.m.