qrchkv2:

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

Usage

qrchkv2(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)
    p <- ncol(x)
    pp1 <- p + 1
    yx <- elimna(cbind(y, x))
    y <- yx[, 1]
    x <- yx[, 2:pp1]
    store.it = F
    x <- as.matrix(x)
    p.val <- NULL
    crit.val <- NULL
    x <- as.matrix(x)
    n <- length(y)
    x = standm(x)
    gdot <- cbind(rep(1, n), x)
    gdot <- ortho(gdot)
    x <- gdot[, 2:pp1]
    x <- as.matrix(x)
    temp <- rqfit(x, y, qval = qval, res = T)
    coef <- temp$coef
    psi <- NA
    psi <- ifelse(temp$residuals > 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)
        flag <- as.numeric(flag)
        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.