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Version 2.1.1  (2005-06-20), ISBN 3-900051-07-0

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> ### * <HEADER>
> ###
> attach(NULL, name = "CheckExEnv")
> assign(".CheckExEnv", as.environment(2), pos = length(search())) # base
> ## add some hooks to label plot pages for base and grid graphics
> setHook("plot.new", ".newplot.hook")
> setHook("persp", ".newplot.hook")
> setHook("grid.newpage", ".gridplot.hook")
> 
> assign("cleanEx",
+        function(env = .GlobalEnv) {
+ 	   rm(list = ls(envir = env, all.names = TRUE), envir = env)
+            RNGkind("default", "default")
+ 	   set.seed(1)
+    	   options(warn = 1)
+ 	   delayedAssign("T", stop("T used instead of TRUE"),
+ 		  assign.env = .CheckExEnv)
+ 	   delayedAssign("F", stop("F used instead of FALSE"),
+ 		  assign.env = .CheckExEnv)
+ 	   sch <- search()
+ 	   newitems <- sch[! sch %in% .oldSearch]
+ 	   for(item in rev(newitems))
+                eval(substitute(detach(item), list(item=item)))
+ 	   missitems <- .oldSearch[! .oldSearch %in% sch]
+ 	   if(length(missitems))
+ 	       warning("items ", paste(missitems, collapse=", "),
+ 		       " have been removed from the search path")
+        },
+        env = .CheckExEnv)
> assign("..nameEx", "__{must remake R-ex/*.R}__", env = .CheckExEnv) # for now
> assign("ptime", proc.time(), env = .CheckExEnv)
> grDevices::postscript("hett-Examples.ps")
> assign("par.postscript", graphics::par(no.readonly = TRUE), env = .CheckExEnv)
> options(contrasts = c(unordered = "contr.treatment", ordered = "contr.poly"))
> options(warn = 1)    
> library('hett')
Loading required package: MASS
> 
> assign(".oldSearch", search(), env = .CheckExEnv)
> assign(".oldNS", loadedNamespaces(), env = .CheckExEnv)
> cleanEx(); ..nameEx <- "mm"
> 
> ### * mm
> 
> flush(stderr()); flush(stdout())
> 
> ### Name: mm
> ### Title: Excess returns for Martin Marietta company
> ### Aliases: mm
> ### Keywords: datasets
> 
> ### ** Examples
> 
> 
> data(mm, package = "hett")
> attach(mm)
> plot(CRSP, m.marietta)
> lines(CRSP, fitted(lm(m.marietta ~ CRSP)), lty = 2)
> 
> 
> 
> 
> cleanEx(); ..nameEx <- "rent"
> 
> ### * rent
> 
> flush(stderr()); flush(stdout())
> 
> ### Name: rent
> ### Title: Rent for Land PLanted to Alfalfa
> ### Aliases: rent
> ### Keywords: datasets
> 
> ### ** Examples
> 
> 
> library(lattice)
> data(rent, package = "hett")
> attach(rent)
> xyplot(log(Rent/AllRent) ~ sqrt(Cows), groups = Liming, panel = panel.superpose) 
> 
> 
> 
> 
> cleanEx(); ..nameEx <- "summary.tlm"
> 
> ### * summary.tlm
> 
> flush(stderr()); flush(stdout())
> 
> ### Name: summary.tlm
> ### Title: summary method for class "tlm"
> ### Aliases: summary.tlm print.summary.tlm
> ### Keywords: regression distribution
> 
> ### ** Examples
> 
> 
> data(mm, package = "hett")
> attach(mm)
> 
> ## fit a model with heteroscedasticity and estimating the degrees of freedom
> 
> tfit2 <- tlm(m.marietta ~ CRSP, ~ CRSP, data = mm, start = list(dof =
+ 3), estDof = TRUE)
> summary(tfit2) 
Location model :

Call:
tlm(lform = m.marietta ~ CRSP, sform = ~CRSP, data = mm, start = list(dof = 3), 
    estDof = TRUE)

Residuals: 
      Min         1Q     Median         3Q        Max  
-0.140312  -0.036664   0.001882   0.040712   0.552411  

Coefficients:
             Estimate Std. Error t value Pr(>|t|)    
(Intercept) -0.006437   0.008096  -0.795     0.43    
CRSP         1.206854   0.205935   5.860 2.31e-07 ***
---
Signif. codes:  0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1 

(Scale parameter(s) as estimated below)


Scale Model :

Call:
tlm(lform = m.marietta ~ CRSP, sform = ~CRSP, data = mm, start = list(dof = 3), 
    estDof = TRUE)

Residuals: 
    Min       1Q   Median       3Q      Max  
-1.7981  -1.4570  -0.7495   0.8865   5.6503  

Coefficients:
            Estimate Std. Error z value Pr(>|z|)    
(Intercept)  -5.9595     0.2501 -23.828   <2e-16 ***
CRSP         13.1206     5.8234   2.253   0.0243 *  
---
Signif. codes:  0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1 

(Scale parameter taken to be  2 )


Est. degrees of freedom parameter:  3.758674
Standard error for d.o.f:  1.915372
No. of iterations of model : 10 in 0.19
Heteroscedastic t Likelihood : 73.3702 
> 
> 
> 
> cleanEx(); ..nameEx <- "tlm"
> 
> ### * tlm
> 
> flush(stderr()); flush(stdout())
> 
> ### Name: tlm
> ### Title: Maximum likelihood estimation for heteroscedastic t regression
> ### Aliases: tlm print.tlm
> ### Keywords: regression distribution
> 
> ### ** Examples
> 
> 
> data(mm, package = "hett")
> attach(mm)
> 
> ## fit a model with no heteroscedasticity and fixed degrees of freedom
> 
> tfit <- tlm(m.marietta ~ CRSP, data = mm, start = list(dof = 3))
> 
> ## fit a model with heteroscedasticity and fixed degrees of freedom
> 
> tfit1 <- tlm(m.marietta ~ CRSP, ~ CRSP, data = mm, start = list(dof = 3))
> 
> ## fit a model with heteroscedasticity and estimating the degrees of freedom
> 
> tfit2 <- tlm(m.marietta ~ CRSP, ~ CRSP, data = mm,
+ start = list(dof = 3), estDof = TRUE) 
> 
> 
> 
> cleanEx(); ..nameEx <- "tlm.control"
> 
> ### * tlm.control
> 
> flush(stderr()); flush(stdout())
> 
> ### Name: tlm.control
> ### Title: Auxiliary for Controlling tlm Fitting
> ### Aliases: tlm.control
> ### Keywords: regression distribution
> 
> ### ** Examples
> 
> 
> data(mm, package = "hett")
> attach(mm)
> 
> ## change the maximum amount of iterations for the algorithm
> 
> fit1 <- tlm(m.marietta ~ CRSP, ~ 1, data = mm, start = list(dof = 3),
+ estDof = TRUE, control = tlm.control(maxit = 100))
> 
> 
> 
> 
> cleanEx(); ..nameEx <- "tscore"
> 
> ### * tscore
> 
> flush(stderr()); flush(stdout())
> 
> ### Name: tscore
> ### Title: Score test for heteroscedastic t models
> ### Aliases: tscore
> ### Keywords: regression distribution
> 
> ### ** Examples
> 
> 
> data(mm, package = "hett")
> attach(mm)
> tfit1 <- tlm(m.marietta ~ CRSP, ~ 1, data = mm, start = list(dof = 3),
+ estDof = TRUE)
> 
> tfit2 <- tlm(m.marietta ~ CRSP, ~ CRSP, data = mm, start = list(dof =
+ 3), estDof = TRUE)
> 
> tscore(tfit1, tfit2, data = mm, scale = TRUE)
Heteroscedastic t Regression:

Scale score statistic tests:

              df Score Stat. P-value
1 vs CRSP 1.0000      2.2685   0.132
> 
> 
> 
> cleanEx(); ..nameEx <- "tsum"
> 
> ### * tsum
> 
> flush(stderr()); flush(stdout())
> 
> ### Name: tsum
> ### Title: Summary function for the scale or location component of a
> ###   heteroscedastic t model
> ### Aliases: tsum print.tsum
> ### Keywords: regression distribution
> 
> ### ** Examples
> 
> 
> data(mm, package = "hett")
> attach(mm)
> tfit <- tlm(m.marietta ~ CRSP, ~ CRSP, data = mm, start = list(dof = 3),
+ estDof = TRUE) 
> tsum(tfit$loc.fit, dispersion = 1) 

Call:
tlm(lform = m.marietta ~ CRSP, sform = ~CRSP, data = mm, start = list(dof = 3), 
    estDof = TRUE)

Residuals: 
      Min         1Q     Median         3Q        Max  
-0.140312  -0.036664   0.001882   0.040712   0.552411  

Coefficients:
             Estimate Std. Error t value Pr(>|t|)    
(Intercept) -0.006437   0.008096  -0.795     0.43    
CRSP         1.206854   0.205935   5.860 2.31e-07 ***
---
Signif. codes:  0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1 

(Scale parameter taken to be  1 )

> 
> 
> 
> ### * <FOOTER>
> ###
> cat("Time elapsed: ", proc.time() - get("ptime", env = .CheckExEnv),"\n")
Time elapsed:  2.09 0.1 2.2 0 0 
> grDevices::dev.off()
null device 
          1 
> ###
> ### Local variables: ***
> ### mode: outline-minor ***
> ### outline-regexp: "\\(> \\)?### [*]+" ***
> ### End: ***
> quit('no')