R/mlrregWtest.R

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

mlrregWtest <-
function(x,y,nboot=300,MC=FALSE,SEED=TRUE){
#
#  Test hypothesis that all slopes=0  based on Rousseeuw et al.
#  multivariate regression estimator
#
#  Strategy: a variation of the wild bootstrap method, percentile version.
#
if(SEED)set.seed(2)
if(MC)library(parallel)
estit=mlrreg.subest(y,x)  #YES, y before x
n=nrow(x)
JK=ncol(x)*ncol(y)
vals=matrix(0,nrow=nboot,ncol=JK)
data=list()
for(i in 1:nboot){
bsam=sample(n,replace=TRUE)
data[[i]]=y[bsam,]
}
if(!MC){
vals=lapply(data,mlrreg.subest,x)
}
if(MC){
vals=mclapply(data,mlrreg.subest,x,mc.preschedule=TRUE)
}
vals=t(matl(vals))
nullv=rep(0,JK)
vals=rbind(vals,estit)
cen=rep(0,ncol(vals))
if(MC)dv=pdisMC(vals,center=cen)
if(!MC)dv=pdis(vals,center=cen)
bplus=nboot+1
pv=1-sum(dv[bplus]>=dv[1:nboot])/nboot
list(p.value=pv)
}