Nothing
relicorrec<-function(L, PHI, Ree, PSI){
L <- as.matrix(L)
PHI <- as.matrix(PHI)
Ree <- as.matrix(Ree)
PSI <- as.matrix(PSI)
m <- size(L)[1]
D <- diag(m)
SIG <- (L %*% PHI %*% transpose(L)) + (PSI %*% Ree %*% PSI)
SIG <- SIG - diag(diag(SIG)) + diag(m)
SIG2 <- (L %*% PHI %*% transpose(L)) + (PSI %*% D %*% PSI)
SIG2 <- SIG2 - diag(diag(SIG2)) + diag(m)
reliunbis <- diag(PHI %*% transpose(L) %*% solve(SIG) %*% L %*% PHI)
relibis <- diag(PHI %*% transpose(L) %*% solve(SIG2) %*% L %*% PHI)
corrterm <- reliunbis / relibis
OUT <- list("relibis"=relibis, "reliunbis"=reliunbis, "corrterm"=corrterm)
return(OUT)
}
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