difregOLS:

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

Usage

difregOLS(x1, y1, x2, y2, regfun = lsfit, xout = FALSE, outfun = outpro, nboot = 200, alpha = 0.05, SEED = TRUE, plotit = FALSE, xlab = "X", ylab = "Y", ...)

Arguments

x1
y1
x2
y2
regfun
xout
outfun
nboot
alpha
SEED
plotit
xlab
ylab
...

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 (x1, y1, x2, y2, regfun = lsfit, xout = FALSE, outfun = outpro, 
    nboot = 200, alpha = 0.05, SEED = TRUE, plotit = FALSE, xlab = "X", 
    ylab = "Y", ...) 
{
    if (SEED) 
        set.seed(2)
    X = elimna(cbind(x1, y1, x2, y2))
    x1 = as.matrix(x1)
    x2 = as.matrix(x2)
    p = ncol(x1)
    p1 = p + 1
    p2 = p + 2
    p3 = p1 + p
    p4 = p3 + 1
    x1 = X[, 1:p]
    y1 = X[, p1]
    x2 = X[, p2:p3]
    y2 = X[, p4]
    n = length(y1)
    if (xout) {
        flag1 = outfun(x1)$out.id
        flag2 = outfun(x2)$out.id
        flag = unique(c(flag1, flag2))
        if (length(flag) > 0) 
            X = X[-flag, ]
        x1 = X[, 1:p]
        y1 = X[, p1]
        x2 = X[, p2:p3]
        y2 = X[, p4]
    }
    nk = length(y1)
    x1 = as.matrix(x1)
    x2 = as.matrix(x2)
    data <- matrix(sample(length(y1), size = length(y1) * nboot, 
        replace = TRUE), nrow = nboot)
    bvec1 <- apply(data, 1, regboot, x1, y1, regfun, ...)
    bvec2 <- apply(data, 1, regboot, x2, y2, regfun, ...)
    dif = t(bvec1) - t(bvec2)
    est1 = lsfit(x1, y1)$coef
    est2 = lsfit(x2, y2)$coef
    estdif = est1 - est2
    se = apply(dif, 2, sd)
    pvec = NA
    test = NA
    test = estdif/se
    df = nk - 1
    pvec = 2 * (1 - pt(abs(test), df))
    if (plotit) {
        reg2plot(x1, y1, x2, y2, xlab = xlab, ylab = ylab)
    }
    lvec = "Intercept"
    ci = matrix(NA, nrow = p1, ncol = 3)
    ci[, 1] = c(0:p)
    ci[, 2] = estdif + qt(alpha/2, df) * se
    ci[, 3] = estdif - qt(alpha/2, df) * se
    dimnames(ci) = list(NULL, c("Param", "ci.low", "ci.hi"))
    for (j in 2:p1) lvec = c(lvec, paste("slope", j - 1))
    pvec = array(pvec, dimnames = lvec)
    list(n = n, n.keep = nk, est.dif = estdif, est.1 = est1, 
        est.2 = est2, test.stat = test, standard.error = se, 
        p.values = pvec, conf.intervals = ci)
  }

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