search for: fasttau

Displaying 7 results from an estimated 7 matches for "fasttau".

2018 Apr 06
1
Fast tau-estimator line does not appear on the plot
...brary(MASS) Huber=rlm(Y ~ X) abline(Huber,col="red") Tukey=rlm(Y ~ X,psi=psi.bisquare) abline(Tukey,col="purple") install.packages("quantreg") library(quantreg) L1=rq(Y ~ X,tau=0.5) abline(L1,col="blue") install.packages("RobPer") library(RobPer) FastTau(Y,X) fast=FastTau(Y,X) abline(unlist(fast), col="yellow") legend("topright",c("OLS",?"L1",?"Huber M-estimator", "Tukey", "MM", "fast tau"),inset=0.02,lwd=2,col=c("black","blue","red",&quot...
2018 Mar 31
0
Fast tau-estimator line does ot appear on the plot
...= Dataset,psi=psi.bisquare) > abline(Tukey,col="purple") > > install.packages("quantreg") > library(quantreg) > L1=rq(Z ~ Y, data = Dataset,tau=0.5) > abline(L1,col="blue") > > install.packages("RobPer") > library(RobPer) > FastTau(Z,Y) > fast=FastTau(Z,Y) > abline(fast, col="yellow") abline() doesn't know what to do with the "fast" object. It isn't a vector containing intercept and slope, it's a list containing them. So you'll need something like abline(unlist(fast), col="...
2018 Mar 31
2
Fast tau-estimator line does ot appear on the plot
...e(Huber,col="red") Tukey=rlm(Z ~ Y, data = Dataset,psi=psi.bisquare) abline(Tukey,col="purple") ? install.packages("quantreg") library(quantreg) L1=rq(Z ~ Y, data = Dataset,tau=0.5) abline(L1,col="blue") ? install.packages("RobPer") library(RobPer) FastTau(Z,Y) fast=FastTau(Z,Y) abline(fast, col="yellow") ########## ?
2018 Apr 07
0
Fast tau-estimator line does not appear on the plot
...X ) abline( reg, col = "green" ) Huber <- rlm( Y ~ X ) abline( Huber, col="red" ) Tukey <- rlm( Y ~ X, psi = psi.bisquare ) abline( Tukey, col = "purple" ) L1 <- rq( Y ~ X, tau = 0.5 ) abline( L1, col = "blue" ) fast <- FastTau(model.matrix(~X),Y) fast # save result, then print... avoid computing twice # model matrix leads to first element of beta as constant and # second element of beta as slope abline( fast$beta, col="yellow" ) legend( "topright" , c( "OLS"...
2018 Apr 13
0
cvTools for 2 models not working
Dear R-experts, I am trying to do cross-validation for different models using the cvTools package. I can't get the CV for the "FastTau" and "hbrfit". I guess I have to write my own functions at least for hbrfit. What is going wrong with FastTau ? Here below the reproducible example. It is a simple toy example (not my real dataset) with many warnings, what is important to me are the errors. ###CROSS-VALIDATION ####...
2018 Apr 21
0
Cross-validation : can't get the predicted response on the testing data
...69,32) # Create a dataframe BIO<-data.frame(A,B,C) ? # randomize sampling seed set.seed(1) n=dim(BIO)[1] p=0.667 # Sample size sam=sample(1?:n,floor(p*n),replace=FALSE) # Sample training data Training =BIO [sam,] # Sample testing data Testing = BIO [-sam,] ? # Build the 2 models fit<- FastTau(model.matrix(~Training$A+Training$B),Training$C) HBR<-hbrfit(C ~ A+B) # Predict the response on the testing data ypred=predict(fit,newdata=Testing) ypred=predict(HBR,newdata=Testing) # Get the true response from testing data y=BIO[-sam,]$D ?# Get error rate RMSE=sqrt(mean((y-ypred)^2)) RMSE M...
2018 Apr 25
0
Zero errors : Bug in my R code ?
...ata=newdata) DMwR::regr.eval(newdata$crp,Huber$fitted.values) Tukey <- rlm( crp ~ bmi+glucose, data=newdata, psi = psi.bisquare ) DMwR::regr.eval(newdata$crp,Tukey$fitted.values) L1 <- rq( crp ~ bmi+glucose, data=newdata, tau = 0.5 ) DMwR::regr.eval(newdata$crp,L1$fitted.values) fast <- FastTau(model.matrix(~newdata$bmi+newdata$glucose),newdata$crp) DMwR::regr.eval(newdata$crp,fast$fitted.values) HBR<-hbrfit(crp ~ bmi+glucose) DMwR::regr.eval(newdata$crp,HBR$fitted.values)