R/run3hat.R

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

run3hat <-
function(x,y,pts,fr=.8,tr=.2){
#
# Compute y hat for each row of data in the matrix pts
# using a running  interval method
#
# fr controls amount of smoothing
# tr is the amount of trimming
# x is an n by p matrix of predictors.
# pts is an m by p matrix, m>=1.
#
library(MASS)
set.seed(12)
if(!is.matrix(x))stop("Predictors are not stored in a matrix.")
if(!is.matrix(pts))stop("The third argument, pts, must be a matrix.")
m<-cov.mcd(x)
rmd<-1 # Initialize rmd
nval<-1
for(i in 1:nrow(pts)){
rmd[i]<-mean(y[near3d(x,pts[i,],fr,m)],tr)
nval[i]<-length(y[near3d(x,pts[i,],fr,m)])
}
list(rmd=rmd,nval=nval)
}