lts1reg:

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

Usage

lts1reg(x, y, tr = 0.2, h = NA)

Arguments

x
y
tr
h

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, tr = 0.2, h = NA) 
{
    if (is.na(h)) 
        h <- length(x) - floor(tr * length(x))
    ord <- order(x)
    xs <- x[ord]
    ys <- y[ord]
    vec1 <- outer(ys, ys, "-")
    vec2 <- outer(xs, xs, "-")
    v1 <- vec1[vec2 > 0]
    v2 <- vec2[vec2 > 0]
    slope <- v1/v2
    vec3 <- outer(ys, ys, "+")
    vec4 <- outer(xs, xs, "+")
    v3 <- vec3[vec2 > 0]
    v4 <- vec4[vec2 > 0]
    val <- NA
    inter <- v3/2 - slope * v4/2
    for (i in 1:length(slope)) {
        risk <- (y - slope[i] * x - inter[i])^2
        risk <- sort(risk)
        val[i] <- sum(risk[1:h])
    }
    best <- min(val)
    coef <- NA
    coef[2] <- mean(slope[val == best])
    coef[1] <- mean(inter[val == best])
    res <- y - coef[2] * x - coef[1]
    list(coef = coef, residuals = res)
  }

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