chreg:

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

Usage

chreg(x, y, bend = 1.345, SEED = TRUE, xout = FALSE, outfun = out, pr = TRUE, ...)

Arguments

x
y
bend
SEED
xout
outfun
pr
...

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, bend = 1.345, SEED = TRUE, xout = FALSE, outfun = out, 
    pr = TRUE, ...) 
{
    library(MASS)
    if (pr) 
        print("If using chreg with a bootstrap method, use chregF instead")
    if (SEED) 
        set.seed(12)
    x <- as.matrix(x)
    p <- ncol(x)
    m <- elimna(cbind(x, y))
    x <- m[, 1:p]
    p1 <- p + 1
    y <- m[, p1]
    if (xout) {
        x <- as.matrix(x)
        flag <- outfun(x, plotit = plotit, ...)$keep
        x <- x[flag, ]
        y <- y[flag]
        x <- as.matrix(x)
    }
    x <- as.matrix(x)
    cutoff <- bend
    mve <- vector("list")
    if (ncol(x) == 1) {
        mve$center <- median(x)
        mve$cov <- mad(x)^2
    }
    if (ncol(x) >= 2) 
        mve <- cov.mve(x)
    reg0 <- ltsgreg(x, y)
    rob <- 1
    mx <- mve$center
    rob <- mahalanobis(x, mx, mve$cov)
    k21 <- qchisq(0.95, p)
    c62 <- k21/rob
    vecone <- c(rep(1, length(y)))
    c30 <- pmin(vecone, c62)
    k81 <- median(abs(reg0$residuals))
    k72 <- 1.4826 * (1 + (5/(length(y) - p - 1))) * k81
    c60 <- reg0$residuals/(k72 * c30)
    cvec <- c(rep(cutoff, length(y)))
    c27 <- pmin(cvec, c60)
    c27 <- pmax(-1 * cutoff, c27)
    c66 <- ifelse(abs(c27) <= bend, 1, 0)
    m1 <- cbind(1, x)
    m2 <- t(m1)
    m5 <- diag(c30)
    m4 <- diag(c66)
    m6 <- m4 %*% m1
    m7 <- m2 %*% m6
    m8 <- solve(m7)
    m9 <- m8 %*% m2
    m9 <- m9 %*% m5
    m10 <- m9 %*% c27
    c20 <- m10 * k72
    c21 <- reg0$coef + c20
    res <- y - m1 %*% c21
    list(coef = t(c21), residuals = res)
  }

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