R/tvreg.R

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

tvreg <-
function(x, Y, ii = 1)
{
# Trimmed views (TV) regression for 90, 80, ..., 0 percent
# trimming.  Increase ii if 90% trimming is too harsh.
# Workstation: activate a graphics device
# with commands "X11()" or "motif()."
# R needs command "library(lqs)."
# Advance the view with the right mouse button and
# in R, highight "stop."
        x <- as.matrix(x)
	out <- cov.mcd(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)
	for(i in ii:10) {
		val <- quantile(rd2, tem[i])
		b <- lsfit(x[rd2 <= val,  ], Y[rd2 <=
			val])$coef
		FIT <- x %*% b[-1] + b[1]
		plot(FIT, Y)
		abline(0, 1)
		title(labs[i])
		identify(FIT, Y)
		print(b)
	}
}