R/MMreg.R

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

MMreg <-
function(x,y,RES=FALSE,xout=FALSE,outfun=outpro,STAND=TRUE,varfun=pbvar,corfun=pbcor,...){
#
#  Compute MM regression estimate derived by Yohai (1987)
#  simply by calling the R function lmrob
#  This function will remove leverage points when
#  xout=T
#  using the outlier detection method indicated by
#  outfun, which defaults to the projection method.
#
x<-as.matrix(x)
xx<-cbind(x,y)
xx<-elimna(xx)
x<-xx[,1:ncol(x)]
x<-as.matrix(x)
y<-xx[,ncol(x)+1]
temp<-NA
x<-as.matrix(x)
if(xout){
x<-as.matrix(x)
if(!STAND)flag<-outfun(x,plotit=FALSE,...)$keep
if(STAND)flag<-outpro(x,STAND=TRUE,plotit=FALSE,...)$keep
x<-x[flag,]
y<-y[flag]
x<-as.matrix(x)
}
library(robustbase)
temp=lmrob(y~x)
coef=temp$coefficients
p1=ncol(x)+1
res<-y-x%*%coef[2:p1]-coef[1]
yhat<-y-res
stre=NULL
e.pow<-varfun(yhat)/varfun(y)
if(!is.na(e.pow)){
if(e.pow>=1)e.pow<-corfun(yhat,y)$cor^2
e.pow=as.numeric(e.pow)
stre=sqrt(e.pow)
}
if(!RES)res=NULL
list(coef=coef,residuals=res,Strength.Assoc=stre)
}