https://github.com/cran/lmtest
Tip revision: 9b94ac86b6a77d3ea8f3ab6b00fdddc3d3f0b89b authored by Frederik von Ameln on 08 August 1977, 00:00:00 UTC
version 0.1-2
version 0.1-2
Tip revision: 9b94ac8
raintest.R
raintest <- function(formula, data=list())
{
mf <- model.frame(formula, data=data);
y <- model.response(mf);
X <- model.matrix(formula, data=data);
n <- length(y);
k <- length(X[1,]);
g1 <- ceiling(quantile(c(1:n), probs=0.25));
g2 <- floor(quantile(c(1:n), probs=0.75));
n1 <- g2 - g1;
y1 <- y[g1:g2];
X1 <- X[g1:g2,];
mod <- lm(formula, data=data);
mod1 <- lm(y1 ~X1);
sresi <- sum(resid(mod)^2);
sresi1 <- sum(resid(mod1)^2);
rain <- ((sresi - sresi1)/(n-n1))/(sresi1/(n1-k));
names(rain) <- "Rain";
freiheit <- c((n-n1),(n1-k));
names(freiheit) <- c("df1","df2");
RVAL <- list(statistic = rain,
parameter = freiheit,
method = "Rainbow-Test",
p.value= 1-pf(rain, n-n1, n1-k),
data.name="formula");
class(RVAL) <- "htest";
return(RVAL);
};