1 |
x |
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y |
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corfun |
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loc.fun |
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 | ##---- 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, corfun = tau, loc.fun = median)
{
X <- cbind(x, y)
X <- elimna(X)
np <- ncol(X)
N <- np - 1
temp <- tsreg(x, y)$coef
START <- temp[2:np]
temp <- nelderv2(X, N, FN = correg.sub, START = START, corfun = corfun)
x <- as.matrix(x)
alpha <- loc.fun(y - x %*% temp)
coef <- c(alpha, temp)
res <- y - x %*% temp - alpha
list(coef = coef, residuals = res)
}
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