R/Mstep.R

In CorReg: Linear Regression Based on Linear Structure Between Variables

Mstep <- function(Z = Z, X = X, sigma_IR = sigma_IR, Ir = Ir) {
   alpha = hatB(Z = Z, X = X)
   for (j in Ir) {
      sigma_IR[j] = sd(X[, j] - X %*% alpha[-1, j])
   }
   return(list(alpha = alpha, sigma_IR = sigma_IR)) # en C on fera un void
}