winreg:

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

Usage

winreg(x, y, iter = 20, tr = 0.2, xout = TRUE, outfun = outpro, ...)

Arguments

x
y
iter
tr
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, iter = 20, tr = 0.2, xout = TRUE, outfun = outpro, 
    ...) 
{
    x <- as.matrix(x)
    p1 <- ncol(x) + 1
    p <- ncol(x)
    xy <- cbind(x, y)
    xy <- elimna(xy)
    x <- xy[, 1:p]
    y <- xy[, p1]
    if (xout) {
        m <- cbind(x, y)
        flag <- outfun(x, plotit = FALSE, ...)$keep
        m <- m[flag, ]
        x <- m[, 1:p]
        y <- m[, p1]
    }
    x = as.matrix(x)
    ma <- matrix(0, ncol(x), 1)
    m <- matrix(0, ncol(x), ncol(x))
    mvals <- apply(x, 2, win, tr)
    for (i in 1:ncol(x)) {
        ma[i, 1] <- wincor(x[, i], y, tr = tr)$cov
        for (j in 1:ncol(x)) m[i, j] <- wincor(x[, i], x[, j], 
            tr = tr)$cov
    }
    slope <- solve(m, ma)
    b0 <- win(y, tr) - sum(slope %*% mvals)
    for (it in 1:iter) {
        res <- y - x %*% slope - b0
        for (i in 1:ncol(x)) ma[i, 1] <- wincor(x[, i], res, 
            tr = tr)$cov
        slopeadd <- solve(m, ma)
        b0add <- win(res, tr) - sum(slopeadd %*% mvals)
        if (max(abs(slopeadd), abs(b0add)) < 1e-04) 
            break
        slope <- slope + slopeadd
        b0 <- b0 + b0add
    }
    if (max(abs(slopeadd), abs(b0add)) >= 1e-04) 
        paste("failed to converge in", iter, "iterations")
    list(coef = c(b0, slope), resid = res)
  }

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