Nothing
construct.matrices <-
function(X, Z, z, w) {
XtW. = t(sweep(X, MARGIN = 1, w, '*')) #XtW. = t(X*w)
XtX. = XtW.%*%X
XtZ. = XtW.%*%Z
ZtX. = t(XtZ.)
ZtW. = t(Z*w)
ZtZ. = ZtW.%*%Z
Xty. = XtW.%*%z
Zty. = ZtW.%*%z
yty. <- sum((z^2)*w)
ZtXtZ = rbind(XtZ., ZtZ.)
u <- c(Xty.,Zty.)
res <- list(XtX. = XtX., XtZ. = XtZ., ZtX. = ZtX., ZtZ. = ZtZ., Xty. = Xty., Zty. = Zty., yty. = yty., ZtXtZ = ZtXtZ, u = u)
}
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