mlrGtest:

Usage Arguments Examples

Usage

1
mlrGtest(x, y, regfun = mlrreg, nboot = 100, SEED = TRUE)

Arguments

x
y
regfun
nboot
SEED

Examples

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##---- 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, regfun = mlrreg, nboot = 100, SEED = TRUE) 
{
    if (SEED) 
        set.seed(2)
    estall = regfun(x, y)$coef
    est = as.vector(estall[-1, ])
    n = nrow(x)
    JK = ncol(x) * ncol(y)
    vals = matrix(0, nrow = nboot, ncol = JK)
    for (i in 1:nboot) {
        bsam = sample(n, replace = TRUE)
        vals[i, ] = as.vector(regfun(x[bsam, ], y[bsam, ])$coef[-1, 
            ])
    }
    Sv = cov(vals)
    est = as.matrix(est)
    k = 1/JK
    test <- k * crossprod(est, solve(Sv, est))[1, ]
    v1 = JK - 1
    v2 = n - JK
    pval = 1 - pf(test, v1, v2)
    list(test.stat = test, p.value = pval, est = estall)
  }

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