R/tvreg2.R

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

tvreg2 <-
function(X, Y, M = 0)
{
# Trimmed views regression for M percent trimming.
# Workstation: activate a graphics device
# with commands "X11()" or "motif()."
# R needs command "library(lqs)."
        X <- as.matrix(X)
	out <- cov.mcd(X)
	center <- out$center
	cov <- out$cov
	rd2 <- mahalanobis(X, center, cov)
	tem <- (100 - M)/100
	val <- quantile(rd2, tem)
	b <- lsfit(X[rd2 <= val,  ], Y[rd2 <= val])$coef
	FIT <- X %*% b[-1] + b[1]
	plot(FIT, Y)
	abline(0, 1)
	identify(FIT, Y)
	list(coef = b)
}