1 |
x |
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y |
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nboot |
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flag |
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SEED |
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 | ##---- 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, nboot = 500, flag = 1, SEED = TRUE)
{
tr = 0
if (SEED)
set.seed(2)
x <- as.matrix(x)
temp <- cbind(x, y)
temp <- elimna(temp)
pval <- ncol(temp) - 1
x <- temp[, 1:pval]
y <- temp[, pval + 1]
x <- as.matrix(x)
mflag <- matrix(NA, nrow = length(y), ncol = length(y))
for (j in 1:length(y)) {
for (k in 1:length(y)) {
mflag[j, k] <- (sum(x[j, ] <= x[k, ]) == ncol(x))
}
}
yhat <- mean(y)
res <- y - yhat
print("Taking bootstrap sample, please wait.")
data <- matrix(runif(length(y) * nboot), nrow = nboot)
data <- (data - 0.5) * sqrt(12)
rvalb <- apply(data, 1, regts1, yhat, res, mflag, x, tr)
rvalb <- rvalb/sqrt(length(y))
dstatb <- apply(abs(rvalb), 2, max)
wstatb <- apply(rvalb^2, 2, mean, tr = tr)
v <- c(rep(1, length(y)))
rval <- regts1(v, yhat, res, mflag, x, tr = 0)
rval <- rval/sqrt(length(y))
dstat <- NA
wstat <- NA
critd <- NA
critw <- NA
p.vald <- NA
p.valw <- NA
if (flag == 1 || flag == 3) {
dstat <- max(abs(rval))
p.vald <- 1 - sum(dstat >= dstatb)/nboot
}
if (flag == 2 || flag == 3) {
wstat <- mean(rval^2, tr = tr)
p.valw <- 1 - sum(wstat >= wstatb)/nboot
}
list(dstat = dstat, wstat = wstat, p.value.d = p.vald, p.value.w = p.valw)
}
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