R/essp.R

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

essp <-
function(x, Y, M = 50)
{
# Trimmed view or ESSP for M percent
# trimming. Allows visualization of g
# and crude estimation of c beta in models
# of the form y = g(x^T beta,e).
# Workstation need to activate a graphics
# device with command "X11()" or "motif()."
# R needs command "library(lqs)."
# Click on the right mouse button to finish.
# In R, highlight "stop."
	x <- as.matrix(x)
        tval <- M/100
	out <- cov.mcd(x)
	center <- out$center
	cov <- out$cov
	rd2 <- mahalanobis(x, center, cov)
	val <- quantile(rd2, (1 - tval))
	bhat <- lsfit(x[rd2 <= val,  ], Y[rd2 <= val])$
		coef
	ESP <- x %*% bhat[-1]
	plot(ESP, Y)
	identify(ESP, Y)
	return(bhat[-1])
}