medindsub:

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

Usage

medindsub(x, y, qval = 0.5)

Arguments

x
y
qval

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, qval = 0.5) 
{
    x <- as.matrix(x)
    n <- length(y)
    p <- ncol(x)
    pp1 <- p + 1
    tvec <- c(qval, 0 - qval, 1 - qval, qval - 1)
    pval <- c((1 - qval)/2, (1 - qval)/2, qval/2, qval/2)
    gdot <- cbind(rep(1, n), x)
    gdot <- ortho(gdot)
    x <- gdot[, 2:pp1]
    x <- as.matrix(x)
    if (qval == 0.5) 
        coef <- median(y)
    if (qval != 0.5) 
        coef <- qest(y)
    res <- y - coef
    psi <- NA
    psi <- ifelse(res > 0, qval, qval - 1)
    rnmat <- matrix(0, nrow = n, ncol = pp1)
    ran.mat <- apply(x, 2, rank)
    flagvec <- apply(ran.mat, 1, max)
    for (j in 1:n) {
        flag <- ifelse(flagvec >= flagvec[j], T, F)
        rnmat[j, ] <- apply(flag * psi * gdot, 2, sum)
    }
    rnmat <- rnmat/sqrt(n)
    temp <- matrix(0, pp1, pp1)
    for (i in 1:n) temp <- temp + rnmat[i, ] %*% t(rnmat[i, ])
    temp <- temp/n
    test <- max(eigen(temp)$values)
    test
  }

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