R/mlrGtest.R

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

mlrGtest <-
function(x,y,regfun=mlrreg,nboot=100,SEED=TRUE){
#
#  Test hypothesis that all slopes=0  based 
#  on some multivariate regression estimator.
#  By default the Rousseeuw et al.
#  multivariate regression estimator (RADA) is used.
#
#  Strategy: Use bootstrap estimate of standard errors followed by
#  Hotelling type test.
#
if(SEED)set.seed(2)
estall=regfun(x,y)$coef
est=as.vector(estall[-1,])
n=nrow(x)
JK=ncol(x)*ncol(y)
vals=matrix(0,nrow=nboot,ncol=JK)
for(i in 1:nboot){
bsam=sample(n,replace=TRUE)
vals[i,]=as.vector(regfun(x[bsam,],y[bsam,])$coef[-1,])
}
Sv=cov(vals)
est=as.matrix(est)
k=1/JK
test <- k * crossprod(est, solve(Sv, est))[1, ]
v1=JK-1
v2=n-JK
pval=1-pf(test,v1,v2)
list(test.stat=test,p.value=pval,est=estall)
}