Nothing
covSIR <- function(X, y, h = 10, ...) {
n <- nrow(X)
slices <- as.matrix(cut(y, breaks = c(quantile(y, probs = seq(0, 1, by = 1/h), ...)),
include.lowest = TRUE ,labels = FALSE))
slicemean <- do.call(rbind, by(X, slices, colMeans))
nh <- as.numeric(table(slices))
cov.wt(slicemean, wt=nh/n, method="ML")$cov
#cov(slicemean)
}
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