R/ols.R

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

ols <-
function(x,y,xout=FALSE,outfun=outpro,plotit=FALSE,xlab='X',ylab='Y',zlab='Z',RES=FALSE,...){
#
# Performs OLS regression calling built-in R function.
#
# xout=T will eliminate any leverage points (outliers among x values)
# if one predictor,
# plotit=TRUE will plot the points and the regression line
#
m<-elimna(cbind(x,y))
n=nrow(m)
n.keep=n
x<-as.matrix(x)
p<-ncol(x)
pp<-p+1
x<-m[,1:p]
y<-m[,pp]
if(xout){
m<-cbind(x,y)
flag<-outfun(x,plotit=FALSE,...)$keep
m<-m[flag,]
x<-m[,1:p]
y<-m[,pp]
n.keep=length(y)
}
x<-as.matrix(x)
temp<-summary(lm(y~x))
coef<-temp[4]$coefficients

if(plotit){
if(p==1){
plot(x,y,xlab=xlab,ylab=ylab)
abline(coef[,1])
}
if(p==2){
regp2plot(x,y,regfun=ols,xlab=xlab,ylab=ylab,zlab=zlab)
}}
Ftest<-temp[10]$fstatistic
Ftest.p.value<-1-pf(Ftest[1],Ftest[2],Ftest[3])
Rval=Rsq(x,y)
res=NULL
if(RES)res=y-x%*%coef[2:pp,1]-coef[1,1]
list(n=n,n.keep=n.keep,summary=coef,coef=coef[,1],F.test=temp[10]$fstatistic[1],Ftest.p.value=Ftest.p.value,
F.test.degrees.of.freedom=temp[10]$fstatistic[2:3],R.squared=Rval,residuals=as.vector(res))
}