1 |
x |
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y |
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regfun |
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cop |
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MC |
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varfun |
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corfun |
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STAND |
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 | ##---- 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 = tsreg, cop = 3, MC = FALSE, varfun = pbvar,
corfun = pbcor, STAND = TRUE)
{
if (MC)
library(parallel)
x <- as.matrix(x)
m <- cbind(x, y)
m <- elimna(m)
if (!MC)
ivec <- outpro(m, plotit = FALSE, cop = cop, STAND = STAND)$keep
if (MC)
ivec <- outproMC(m, plotit = FALSE, cop = cop, STAND = STAND)$keep
np1 <- ncol(x) + 1
coef <- regfun(m[ivec, 1:ncol(x)], m[ivec, np1])$coef
vec <- rep(1, length(y))
residuals <- y - cbind(vec, x) %*% coef
stre = NULL
yhat <- y - residuals
e.pow <- varfun(yhat)/varfun(y)
if (!is.na(e.pow)) {
if (e.pow >= 1)
e.pow <- corfun(yhat, y)$cor^2
stre = sqrt(e.pow)
}
list(coef = coef, residuals = residuals, Strength.Assoc = stre,
Explanatory.Power = e.pow)
}
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