R/MULtsreg.R

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

MULtsreg <-
function(x,y,tr=.2,RMLTS=T){
# Multivariate Least Trimmed Squares Estimator
# Input:
#   x: data-matrix (n,p)
#   y: data-matrix (n,q)
#   tr: proportion of trimming
#   This function calls an R function written by Kristel Joossens
#
# Output:
#     If MLTS=T coef: matrix (p,q) of MLTS-regression coefficients
#     IF MLTS=F betaR : matrix (p,q) of RMLTS-regression coefficients
#
# Ref: Agullo,J., Croux, C., and Van Aelst, S. (2008)
#      The Multivariate Least Trimmed Squares Estimator,
#      Journal of multivariate analysis, 99, 311-338.
#
x=as.matrix(x)
xy=elimna(cbind(x,y))
xx=as.matrix(cbind(rep(1,nrow(xy)),xy[,1:ncol(x)]))
p1=ncol(x)+1
y=as.matrix(xy[,p1:ncol(xy)])
outp=mlts(xx,y,tr)
if(!RMLTS)coef=outp$beta
if(RMLTS)coef=outp$betaR
list(coef=coef)
}