R/ltsgreg.R

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

ltsgreg <-
function(x, y, tr = 0.2, h = NA)
{
        #
        # Compute the least trimmed absolute value regression estimator.
        # The default amount of trimming is .2
x<-as.matrix(x)
library(MASS)
X<-cbind(x,y)
X<-elimna(X)
np<-ncol(X)
p<-np-1
x<-X[,1:p]
x<-as.matrix(x)
y<-X[,np]
if(is.na(h)) h <- length(y) - floor(tr * length(y))
temp<-ltsReg(y~x)$coef
START<-temp
coef<-nelderv2(X,np,FN=lts.sub,START=START,h=h)
        res <- y - x%*%coef[2:np] - coef[1]
        list(coef = coef, residuals = res)
}