reglev:

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

Usage

reglev(x, y, plotit = TRUE, SEED = TRUE)

Arguments

x
y
plotit
SEED

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, plotit = TRUE, SEED = TRUE) 
{
    library(MASS)
    xy = elimna(cbind(x, y))
    x = as.matrix(x)
    p = ncol(x)
    p1 = p + 1
    x = xy[, 1:p]
    y = xy[, p1]
    plotit <- as.logical(plotit)
    if (SEED) 
        set.seed(12)
    x <- as.matrix(x)
    res <- lmsreg(x, y)$resid
    sighat <- sqrt(median(res^2))
    sighat <- 1.4826 * (1 + (5/(length(y) - ncol(x) - 1))) * 
        sighat
    stanres <- res/sighat
    set.seed(12)
    if (ncol(x) >= 2) 
        mve <- cov.mve(x)
    if (ncol(x) == 1) {
        mve <- vector("list")
        mve$center <- median(x)
        mve$cov <- mad(x)^2
    }
    dis <- mahalanobis(x, mve$center, mve$cov)
    dis <- sqrt(dis)
    crit <- sqrt(qchisq(0.975, ncol(x)))
    chk <- ifelse(dis > crit, 1, 0)
    vec <- c(1:nrow(x))
    id <- vec[chk == 1]
    chkreg <- ifelse(abs(stanres) > 2.5, 1, 0)
    idreg <- vec[chkreg == 1]
    if (plotit) {
        plot(dis, stanres, xlab = "Robust distances", ylab = "standardized residuals")
        abline(-2.5, 0)
        abline(2.5, 0)
        abline(v = crit)
    }
    list(levpoints = id, regout = idreg, dis = dis, stanres = stanres, 
        crit = crit)
  }

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