sirviews <-
function(x, Y, ii = 1)
{
# Uses the function "sir" from STATLIB.
# Trimmed views for 90, 80, ... 0 percent
# trimming. Allows visualization of m
# and crude estimation of c beta in models
# of the form y = m(x^T beta) + e.
# beta is obtained from SIR.
# Workstation need to activate a graphics
# device with command "X11()" or "motif()."
# R needs command "library(lqs)."
# Advance the view with the right mouse button.
# In R, highlight "stop."
x <- as.matrix(x)
q <- dim(x)[2]
out <- cov.mcd(x) # or use out <- cov.mve(x)
center <- out$center
cov <- out$cov
rd2 <- mahalanobis(x, center, cov)
labs <- c("90%", "80%", "70%", "60%", "50%", "40%", "30%", "20%", "10%",
"0%")
tem <- seq(0.1, 1, 0.1)
h <- q + 7
for(i in ii:10) {
val <- quantile(rd2, tem[i])
b <- sir(x[rd2 <= val, ], Y[rd2 <= val], h)$edr[, 1]
ESP <- x %*% b
plot(ESP, Y)
title(labs[i])
identify(ESP, Y)
print(b)
}
}
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