[R] Fast tau-estimator line does not appear on the plot

[varin sacha]

R-experts,

I have fitted many different lines. The fast-tau estimator (yellow line) seems strange to me because this yellow line is not at all in agreement with the other lines (reverse slope, I mean the yellow line has a positive slope and the other ones have negative slope). 
Is there something wrong in my R code ? Is it because the Y variable is 1 vector and should be a matrix ?

Here is the reproducible code

###############
X=c(5,3,2,4,7,6,9,3,7,11,1,6,4,5,6,9,4,5,34,2,1,3,12,8,9,7,4,12,19,21)
Y=c(25,24,23,19,17,14,13,14,25,13,17,25,14,13,19,25,16,16,20,21,25,19,12,11,9,28,21,10,2,8)

{reg1<-lm(Y ~ X)
plot(X,Y)
abline(reg1, col="black")

install.packages("robustbase") 
library (robustbase)
reg=lmrob(Y ~ X)
abline(reg, col="green")

install.packages("MASS")  
library(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","purple","green", "yellow"),cex=.9)}
###############









Le samedi 31 mars 2018 à 21:52:55 UTC+2, varin sacha via R-help <r-help at r-project.org> a écrit : 





Many thanks Duncun,

Best,





Le samedi 31 mars 2018 à 18:05:53 UTC+2, Duncan Murdoch <murdoch.duncan at gmail.com> a écrit : 





On 31/03/2018 11:57 AM, varin sacha via R-help wrote:
> Dear R-experts,
> 
> Here below my reproducible R code. I want to add many straight lines to a plot using "abline"
> The last fit (fast Tau-estimator, color yellow) will not appear on the plot. What is going wrong ?
> Many thanks for your reply.
> 

It's not quite reproducible:  you forgot the line to create Dataset. 
It's probably something like

Dataset <- data.frame(Y, Z)

> ##########
> 
> Y=c(2,4,5,4,3,4,2,3,56,5,4,3,4,5,6,5,4,5,34,21,12,13,12,8,9,7,43,12,19,21)
> Z=c(43,2,1,2,34,4,3,4,5,30,4,5,4,3,4,5,56,6,43,21,34,19,12,11,9,34,21,23,2,19)
> reg1<-lm(Z ~ Y)
> plot(Y,Z)
> abline(reg1, col="black")
> 
> install.packages("robustbase")
> library (robustbase)
> reg=lmrob(Z ~ Y, data = Dataset)
> abline(reg, col="green")
> 
> install.packages("MASS")
> library(MASS)
> Huber=rlm(Z ~ Y, data = Dataset)
> abline(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")

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="yellow")

Duncan Murdoch


> 
> ##########
>  
> 
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> 

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