R/gammaADF-gamma-adf-unbiased-dot.R

In betaSandwich: Robust Confidence Intervals for Standardized Regression Coefficients

#' Asymptotic Covariance Matrix of the Sample Covariance Matrix
#' (Asymptotic Distribution Free - Unbiased)
#'
#' @author Ivan Jacob Agaloos Pesigan
#'
#' @param gammacapadf_consistent Numeric matrix.
#'   Consistent estimate of the asymptotic distribution-free covariance matrix.
#' @param gammacapmvn_consistent Numeric matrix.
#'   Asymptotic covariance matrix
#'   of the consistent estimator of the sample covariance
#'   assuming multivariate normal distribution.
#' @param vechsigmacap_consistent Numeric vector.
#'   Half-vectorization of the consistent covariance matrix.
#' @param n Integer.
#'   Sample size.
#'
#' @family gammaADF Functions
#' @keywords gammaADF gamma internal
#' @noRd
.GammaADFUnbiased <- function(gammacapadf_consistent,
                              gammacapmvn_consistent,
                              vechsigmacap_consistent,
                              n) {
  return(
    (
      (
        (
          n * (n - 1)
        ) / (
          (n - 2) * (n - 3)
        )
      ) * gammacapadf_consistent
    ) - (
      (
        n / (
          (n - 2) * (n - 3)
        )
      ) * (
        gammacapmvn_consistent - (
          (
            2 / (n - 1)
          ) * tcrossprod(
            vechsigmacap_consistent
          )
        )
      )
    )
  )
}