R/fgls.update.univ.R

Defines functions fgls.update.univ

Documented in fgls.update.univ

fgls.update.univ <-
function(am,v,mmat,dyad.explist,evec,ipkminv)
# fgls.update()
# fgls estimate of siga given oldsiga to estimate V
# Univariate version
{
  bmvm <- mmat %*% v %*% mmat
  bmvminv <- ginv(bmvm)
  bkinv <- kronecker(bmvminv,bmvminv)
  omegainv <- ipkminv %*% bkinv
  xtom <- t(dyad.explist$emat) %*% omegainv
  xtomx <- xtom %*% dyad.explist$emat
  xtomxi <- solve(xtomx)
  xtomy <- xtom %*% evec
  siga <- xtomxi %*% xtomy
  cat("siga fgls:\n")
  print(siga)
  
  outlist <- list(siga=siga,vsiga=xtomxi)
  return(outlist)
}

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dmm documentation built on Aug. 21, 2025, 5:57 p.m.