R/mgvreg.R

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

mgvreg <-
function(x,y,regfun=tsreg,cov.fun=rmba,se=TRUE,varfun=pbvar,corfun=pbcor,
SEED=TRUE){
#
# Do regression on points not labled outliers
# by the MGV method.
# (This function replaces an older version of mgvreg as of 11/6/06)
#
# SEED=T so that results from outmgv are always duplicated using the same data
#
# In contrast to the old version,
#  when calling outmgv, center of data is determined via
#  the measure of location corresponding to cov.fun, which defaults
#  to the median ball algorithm (MBA)
#
x=as.matrix(x)
m<-cbind(x,y)
m<-elimna(m) # eliminate any rows with missing data
ivec<-outmgv(m,plotit=FALSE,cov.fun=cov.fun,SEED=SEED)$keep
np1<-ncol(x)+1
y=m[ivec,np1]
x=m[ivec,1:ncol(x)]
coef<-regfun(x,y)$coef
vec<-rep(1,length(y))
residuals<-y-cbind(vec,x)%*%coef
stre=NULL
yhat<-y-residuals
e.pow<-varfun(yhat)/varfun(y)
if(!is.na(e.pow)){
if(e.pow>=1)e.pow<-corfun(yhat,y)$cor^2
stre=sqrt(e.pow)
}
list(coef=coef,residuals=residuals,Strength.Assoc=stre,Explanatory.Power=e.pow)
}