R/2.3.2.1.getCovTheta.R

Defines functions getCovTheta

getCovTheta <- function(derivVechMatrix, UMatrix, fit) {
  partA <- solve(t(derivVechMatrix) %*% solve(UMatrix) %*% derivVechMatrix)
  partB <- t(derivVechMatrix) %*% solve(UMatrix) %*% fit$sigmaHatVar %*% solve(UMatrix) %*% derivVechMatrix

  covTheta <- partA %*% partB %*% partA

  return(covTheta)
}

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Mmcsd documentation built on March 31, 2023, 7:23 p.m.