R/tssnmreg.R

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

tssnmreg <-
function(x,y,sc=pbvar,xout=FALSE,outfun=out,plotit=FALSE,...){
#
# Compute a modified Theil--Sen regression estimator.
# Use s-type initial estimate, eliminate points with
# outlying residuals, then do regular Theil--Sen
#
x<-as.matrix(x)
xx<-cbind(x,y)
xx<-elimna(xx)
x<-xx[,1:ncol(x)]
x<-as.matrix(x)
y<-xx[,ncol(x)+1]
x<-as.matrix(x)
if(xout){
x<-as.matrix(x)
flag<-outfun(x,plotit=plotit,...)$keep
x<-x[flag,]
y<-y[flag]
x<-as.matrix(x)
}
res=snmreg(x,y)$res
chk<-abs(res-median(res))/mad(res)
xx<-x[chk<=2,]
yy<-y[chk<=2]
temp<-tsreg(xx,yy)
list(coef=temp$coef,residuals=temp$res)
}