Nothing
lorec <- function(Sig, L=NULL, S=NULL, lambda, delta, thr=1.0e-4, maxit=1e4) {
p <- nrow(Sig)
mode(p)="integer"
if (is.null(L)) L <- diag(diag(Sig))
if (is.null(S)) S <- diag(diag(Sig))
mode(L)="double"
mode(S)="double"
mode(Sig)="double"
mode(lambda)="double"
mode(delta)="double"
mode(thr)="double"
mode(maxit)="integer"
junk<-.Fortran("lorec",
p,
Sig,
L=L,
S=S,
lambda,
delta,
thr,
maxit=maxit,
ierr=integer(1),
PACKAGE="lorec"
)
L = matrix(junk$L, ncol=p)
S= matrix(junk$S, ncol=p)
return(list(L=L,S=S))
}
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