regpecv:

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

Usage

regpecv(x, y, regfun = tsreg, varfun = pbvar, ...)

Arguments

x
y
regfun
varfun
...

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, regfun = tsreg, varfun = pbvar, ...) 
{
    xy = elimna(cbind(x, y))
    x = as.matrix(x)
    px = ncol(x)
    px1 = px + 1
    n = nrow(xy)
    vals = NA
    for (i in 1:n) {
        est = regfun(xy[-i, 1:px], xy[-i, px1])$coef
        vals[i] = xy[i, px1] - (est[1] + sum(est[2:px1] * xy[i, 
            1:px]))
    }
    pe = varfun(vals)
    pe
  }

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