qregci_1:

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

Usage

Qregci(x, y, nboot = 100, alpha = 0.05, qval = 0.5, q = NULL, SEED = TRUE, pr = TRUE, xout = FALSE, outfun = outpro, ...)

Arguments

x
y
nboot
alpha
qval
q
SEED
pr
xout
outfun
...

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, nboot = 100, alpha = 0.05, qval = 0.5, q = NULL, 
    SEED = TRUE, pr = TRUE, xout = FALSE, outfun = outpro, ...) 
{
    if (!is.null(q)) 
        qval = q
    xx <- elimna(cbind(x, y))
    np <- ncol(xx)
    p <- np - 1
    y <- xx[, np]
    x <- xx[, 1:p]
    x <- as.matrix(x)
    if (xout) {
        x <- as.matrix(x)
        flag <- outfun(x, plotit = FALSE, ...)$keep
        x <- x[flag, ]
        y <- y[flag]
    }
    x <- as.matrix(x)
    n <- length(y)
    if (SEED) 
        set.seed(2)
    if (pr) 
        print("Taking bootstrap samples. Please wait.")
    data <- matrix(sample(length(y), size = length(y) * nboot, 
        replace = T), nrow = nboot)
    crit <- NA
    if (alpha == 0.1) 
        crit <- 1.645 - 1.19/sqrt(n)
    if (alpha == 0.05) 
        crit <- 1.96 - 1.37/sqrt(n)
    if (alpha == 0.025) 
        crit <- 2.24 - 1.18/sqrt(n)
    if (alpha == 0.01) 
        crit <- 2.58 - 1.69/sqrt(n)
    crit.fwe <- crit
    if (length(qval) == 2 || p == 2) {
        if (alpha == 0.1) 
            crit.fwe <- 1.98 - 1.13/sqrt(n)
        if (alpha == 0.05) 
            crit.fwe <- 2.37 - 1.56/sqrt(n)
        if (alpha == 0.025) 
            crit.fwe <- 2.6 - 1.04/sqrt(n)
        if (alpha == 0.01) 
            crit.fwe <- 3.02 - 1.35/sqrt(n)
    }
    if (length(qval) == 3 || p == 3) {
        if (alpha == 0.1) 
            crit.fwe <- 2.145 - 1.31/sqrt(n)
        if (alpha == 0.05) 
            crit.fwe <- 2.49 - 1.49/sqrt(n)
        if (alpha == 0.025) 
            crit.fwe <- 2.86 - 1.52/sqrt(n)
        if (alpha == 0.01) 
            crit.fwe <- 3.42 - 1.85/sqrt(n)
    }
    if (is.na(crit.fwe)) {
        print("Could not determine a critical value")
        print("Only alpha=.1, .05, .025 and .01 are allowed")
    }
    if (p == 1) {
        bvec <- apply(data, 1, Qindbt.sub, x, y, q = qval)
        estsub <- NA
        for (i in 1:length(qval)) {
            estsub[i] <- Qreg(x, y, q = qval[i])$coef[2]
        }
        if (is.matrix(bvec)) 
            se.val <- sqrt(apply(bvec, 1, FUN = var))
        if (!is.matrix(bvec)) 
            se.val <- sqrt(var(bvec))
        test <- abs(estsub)/se.val
        ci.mat <- matrix(nrow = length(qval), ncol = 3)
        dimnames(ci.mat) <- list(NULL, c("Quantile", "ci.lower", 
            "ci.upper"))
        ci.mat[, 1] <- qval
        ci.mat[, 2] <- estsub - crit * se.val
        ci.mat[, 3] <- estsub + crit * se.val
    }
    if (p > 1) {
        if (length(qval) > 1) {
            print("With p>1 predictors,only the first qval value is used")
        }
        bvec <- apply(data, 1, regboot, x, y, regfun = Qreg, 
            qval = qval[1])
        se.val <- sqrt(apply(bvec, 1, FUN = var))
        estsub <- Qreg(x, y, q = qval[1])$coef
        test <- abs(estsub)/se.val
        ci.mat <- matrix(nrow = np, ncol = 3)
        dimnames(ci.mat) <- list(NULL, c("Predictor", "ci.lower", 
            "ci.upper"))
        ci.mat[, 1] <- c(0:p)
        ci.mat[, 2] <- estsub - crit * se.val
        ci.mat[, 3] <- estsub + crit * se.val
    }
    list(n = length(y), test = test, se.val = se.val, crit.val = crit, 
        crit.fwe = crit.fwe, est.values = estsub, ci = ci.mat)
  }

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