Nothing
sigma.hat<-function(y,f1,f2){
if (length(f2)>1){
z<-matrix(nrow=dim(y)[1],ncol=dim(y)[2])
n1<-nlevels(as.factor(f1))
n2<-nlevels(as.factor(f2))
for (i in 1:n1){
for (j in 1:n2){
ix<-which(f1==i&f2==j)
if (length(ix)>1){
v<-apply(y[,ix],1,mean)
}
if (length(ix)==1){
v<-y[,ix]
}
z[,ix]<-y[,ix]-v
}
}
return(z%*%t(z)/(length(f1)-n1*n2))
}
if (length(f2)==1){
z<-matrix(nrow=dim(y)[1],ncol=dim(y)[2])
n1<-nlevels(as.factor(f1))
for (i in 1:n1){
ix<-which(f1==i)
if (length(ix)>1){
v<-apply(y[,ix],1,mean)
}
if (length(ix)==1){
v<-y[,ix]
}
z[,ix]<-y[,ix]-v
}
return(z%*%t(z)/(length(f1)-n1))
}
}
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