corrsim:

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

Usage

corrsim(n = 100, p = 3, eps = 0.4, nruns = 100, type = 1)

Arguments

n
p
eps
nruns
type

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 (n = 100, p = 3, eps = 0.4, nruns = 100, type = 1) 
{
    corrs <- 1:nruns
    for (i in 1:nruns) {
        wt <- 0 * (1:n)
        x <- matrix(rnorm(n * p), ncol = p, nrow = n)
        center <- apply(x, 2, mean)
        cov <- var(x)
        md2 <- mahalanobis(x, center, cov)
        if (type == 1) {
            out <- covmba(x)
        }
        if (type == 2) {
            out <- rmba(x)
        }
        if (type == 3) {
            out <- cov.mcd(x)
        }
        center <- out$center
        cov <- out$cov
        rd2 <- mahalanobis(x, center, cov)
        md <- sqrt(md2)
        rd <- sqrt(rd2)
        const <- sqrt(qchisq(0.5, p))/median(rd)
        rd <- const * rd
        corrs[i] <- cor(md, rd)
    }
    cmean <- mean(corrs)
    cmin <- min(corrs)
    clt95 <- sum(corrs < 0.95)
    clt80 <- sum(corrs < 0.8)
    list(cmean = cmean, cmin = cmin, clt95 = clt95, clt80 = clt80, 
        corrs = corrs)
  }

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