y<-c(2.8,3.0,3.1,3.2,3.4,3.4,3.5,3.1,3.8,4.0,4.1,4.3,4.4,4.9) x<-c(0,3,6,8,10,13,16,20,24,27,30,34,37,41) rr <- rrega(x,y,method=function(u) wt.huber(u,c=1.5),acc = 10.0* .Machine$single.eps^0.5) sig <- 1.483*median(abs(rr$residuals)) rra <- rrega(rep(0,length(y)), y, method=function(u) wt.huber(u,c=1.5),fix.scale=sig,acc = 10.0* .Machine$single.eps^0.5) FMapp (rr$residuals,rra$residuals,1,0) xy<-matrix(c(37 , 4, 22, 40 , 6, 24, 48 , 6 , 18, 44 , 9 , 20, 50 , 11 , 15, 51 , 12 , 9), byrow=T,nrow=6) x<-xy[,2:3] y<-xy[,1] rr <- rrega(x,y,method=function(u) wt.huber(u,c=1.5)) sig <- 1.483*median(abs(rr$residuals)) rra <- rrega(x[,1],y, method=function(u) wt.huber(u,c=1.5),fix.scale=sig) FMapp (rr$residuals,rra$residuals,2,1) rr <- rrega(x[,1],y,method=function(u) wt.huber(u,c=1.5)) sig <- 1.483*median(abs(rr$residuals)) rra <- rrega(rep(0,6),y, method=function(u) wt.huber(u,c=1.5),fix.scale=sig) FMapp (rr$residuals,rra$residuals,1,0) n<-10 m<-100 fm<-rep(0,m) b1<-0 x<-c(1:n) for (i in 1:m){ y<- b1*x+rt(n,5) rr <- rrega(x,y,method=function(u) wt.huber(u,c=1.5)) sig <- 1.483*median(abs(rr$residuals)) rra <- rrega(rep(0,n),y, method=function(u) wt.huber(u,c=1.5),fix.scale=sig) fff<-FMapp (rr$residuals,rra$residuals,1,0) fm[i]<-fff$FM } qfs<-qf((1:m)/(m+1),1,n-2) plot(qfs,sort(fm)) lines(c(0,min(max(qfs),max(fm))),c(0,min(max(qfs),max(fm)))) qff<-qf(0.95,1,n-2) sort(fm)[60:100] fmadj<-fm/l1fit(qfs,sort(fm))$coef[2]