library("metrics")
library("graphic")
;
z = read("stacklos")
;
n = rows(z)
h = 12
x = matrix(n)~z[,2:4]
y = z[,5]
;
b = lts(x,y,h,1)
;
; residuals
;
d = createdisplay(1,1)
yhat = x * b
res = y - yhat
sigma = 1.483*median(abs(res - median(res)))
p = (1:n)~res
l0 = gryline(0, #(0,n))
l1 = gryline(sigma, #(0,n))
l2 = gryline(-sigma, #(0,n))
setmaskl(l1, (1:rows(l1))', 1, 1, 1)
setmaskl(l2, (1:rows(l2))', 1, 1, 1)
l3 = gryline(3*sigma, #(0,n))
l4 = gryline(-3*sigma, #(0,n))
setmaskl(l3, (1:rows(l3))', 1, 1, 3)
setmaskl(l4, (1:rows(l4))', 1, 1, 3)
show (d, 1, 1, p, l0, l1, l2, l3, l4)
title="LTS residual plot - stackloss data"
setgopt(d, 1, 1,"title",title)