R/regvarp.R

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

regvarp <-
function(x,y,p=1,locfun=lloc,scat=var,est=mean,cov.fun=cov.mba){
#
# Measure the importance of each of p variables in a regression
# problem, p>1
#
xy=cbind(x,y)
xy<-elimna(xy)
m<-ncol(x)
x=xy[,1:m]
n<-nrow(x)
m1=m+1
y=xy[,m1]
x=standm(x,locfun=locfun,est=est,scat=scat)
vals=NA
if(p==1)for(j in 1:m){
#z=cbind(y,x[,j])
#vals[j]=prod(eigen(scor(z,plotit=FALSE)$cor.values)$values)
vals[j]=gvarg(cbind(y,x[,j]),cov.fun)
}
if(p>1){
temp=modgen(m)
ic=0
for(j in 1:length(temp)){
if(length(temp[[j]])==p){
ic=ic+1
vals[ic]=gvarg(cbind(y,x[,temp[[j]]]),cov.fun)
z=cbind(y,x[,temp[[j]]])
}}}
vals
}