ffplot2 <-
function(x, y, nsamps = 7)
{
# For Unix, use X11() to turn on the graphics device before
# using this function. For R, first type library(lqs).
# Makes an FF plot with several resistiant estimators.
# Need the program mbareg.
n <- length(y)
rmat <- matrix(nrow = n, ncol = 5)
lsfit <- y - lsfit(x, y)$residuals
print("got OLS")
almsfit <- y - lmsreg(x, y)$resid
print("got ALMS")
altsfit <- y - ltsreg(x, y)$residuals
print("got ALTS")
mbacoef <- mbareg(x, y, nsamp = nsamps)$coef
MBAFIT <- mbacoef[1] + x %*% mbacoef[-1]
print("got MBA")
rmat[, 1] <- y
rmat[, 2] <- lsfit
rmat[, 3] <- almsfit
rmat[, 4] <- altsfit
rmat[, 5] <- MBAFIT
pairs(rmat, labels = c("Y", "OLS Fit", "ALMS Fit", "ALTS Fit", "MBAREG Fit"))
}
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.