1 |
x |
|
y |
|
nboot |
|
SEED |
|
RAD |
|
alpha |
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 | ##---- 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, SEED = TRUE, RAD = TRUE, alpha = 0.05)
{
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)
p <- ncol(x)
pp <- p + 1
temp <- lsfit(x, y)
yhat <- mean(y)
res <- y - yhat
s <- olshc4(x, y)$cov[-1, -1]
si <- solve(s)
b <- temp$coef[2:pp]
test = abs(b) * sqrt(diag(si))
if (RAD)
data <- matrix(ifelse(rbinom(length(y) * nboot, 1, 0.5) ==
1, -1, 1), nrow = nboot)
if (!RAD) {
data <- matrix(runif(length(y) * nboot), nrow = nboot)
data <- (data - 0.5) * sqrt(12)
}
rvalb <- apply(data, 1, olswbtest.sub, yhat, res, x)
rvalb = abs(rvalb)
ic = round((1 - alpha) * nboot)
if (p == 1)
rvalb = t(as.matrix(rvalb))
temp = apply(rvalb, 1, sort)
pvals = NA
for (j in 1:p) pvals[j] = mean((rvalb[j, ] >= test[j]))
cr = temp[ic, ]
ci = b - cr/diag(sqrt(si))
ci = cbind(ci, b + cr/diag(sqrt(si)))
ci = cbind(b, ci)
ci = cbind(c(1:nrow(ci)), ci, test, pvals)
dimnames(ci) <- list(NULL, c("Slope_No.", "Slope_est", "Lower.ci",
"Upper.ci", "Test.Stat", "p.value"))
ci
}
|
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.