1 |
x |
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y |
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RES |
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varfun |
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corfun |
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 | ##---- 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, RES = FALSE, varfun = pbvar, corfun = pbcor)
{
library(MASS)
xy = elimna(cbind(x, y))
p1 = ncol(xy)
p = p1 - 1
x = xy[, 1:p]
y = xy[, p1]
temp = ltsreg(x, y)$coef
x = as.matrix(x)
p = ncol(x) + 1
res <- y - x %*% temp[2:p] - temp[1]
yhat <- y - res
if (!RES)
res = NULL
e.pow <- varfun(yhat)/varfun(y)
if (is.na(e.pow))
e.pow <- 1
if (e.pow >= 1)
e.pow <- corfun(yhat, y)$cor^2
list(coef = temp, residuals = res, Explanatory.Power = e.pow,
Strength.Assoc = sqrt(e.pow))
}
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