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#' Element [2, 2] of matrix Q.
#'
#' Function computing argument element [2, 2] of matrix Q of asymptotic covariance matrix V.
#'
#' @param nvData The vector of data.
#' @param nTheta1 The first parameter.
#' @param nTheta2 The second parameter.
#' @param lDensityExpr List of symbolic expressions of density, cumulative and derivatives.
#' @param nCParOBRE OBRE c parameter.
#' @param matA Matrix A.
#' @param nvA Vector a.
#'
OBREMatVMatQEl22 = function(nvData, nTheta1, nTheta2, lDensityExpr, nCParOBRE, matA, nvA) {
# compute score functions components
nvScore1 = scoreComponent(nvData = nvData, nTheta1 = nTheta1, nTheta2 = nTheta2,
lDensityExpr = lDensityExpr, nParIndex = 1)
nvScore2 = scoreComponent(nvData = nvData, nTheta1 = nTheta1, nTheta2 = nTheta2,
lDensityExpr = lDensityExpr, nParIndex = 2)
# compute weights function
nvWeights = OBREWeightsFun(nvData = nvData, nTheta1 = nTheta1, nTheta2 = nTheta2, lDensityExpr = lDensityExpr,
nCParOBRE = nCParOBRE, matA = matA, nvA = nvA)
# compute the part of the element in common to both shifted and truncated distributions
nvEl22matQ = ((nvScore2 - nvA[2]) * nvWeights) ^ 2
nvEl22matQ = nvEl22matQ * eval(expr = lDensityExpr$eDensityFun)
# substitute NA values with zero values
nvEl22matQ[is.na(nvEl22matQ)] = 0
return(nvEl22matQ)
}
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