R/ltsR.R

ltsR <-
function(x,y,RES=FALSE,varfun=pbvar,corfun=pbcor){
#
library(MASS)
xy=elimna(cbind(x,y))
p1=ncol(xy)
p=p1-1
x=xy[,1:p]
y=xy[,p1]
temp=ltsreg(x,y)$coef
x=as.matrix(x)
p=ncol(x)+1
res<-y-x%*%temp[2:p]-temp[1]
yhat<-y-res
if(!RES)res=NULL
e.pow<-varfun(yhat)/varfun(y)
if(is.na(e.pow))e.pow<-1
if(e.pow>=1)e.pow<-corfun(yhat,y)$cor^2
list(coef=temp,residuals=res,Explanatory.Power=e.pow,
Strength.Assoc=sqrt(e.pow))
}
musto101/wilcox_R documentation built on May 23, 2019, 10:52 a.m.