gausscov (version 0.0.4)

frmch: Robust selection of covariates based on all subsets

Description

Calculates all possible subsets and selects those where each included covariate is significant using a robustified version of flmmdch.R

Usage

frmch(y,x,cn=1,p0=0.01,sg=0,ind=0,sl=T,of=T,xof=F)

Arguments

y

Dependent variable

x

Covariates

cn

Constant for Huber's psi-function

p0

The P-value cut-off

sg

The scale parameter

ind

The subset for which the results are required

sl

Logical, if TRUE remove all subsets of chosen sets

of

Logical if TRUE include intercept

xof

Logical If TRUE intercept already included

Value

nv List of subsets with number of covariates and scale.

Examples

# NOT RUN {
data(boston)
a<-frmch(boston[,14],boston[,1:10])
ind<-decode(235,10)
# }