Nothing
#*********************************************************************************
#** function: sqrtvat, square root vairiance attribute. **
#** transform variance to standard deviation **
#** with all its gradient and hessian **
#** variables: vc: is (n*1) vector of some variance, transform to sqrt(vc)**
#** attr(vc,"gradient"), (n*P) gradient. **
#** attr(vc,"hessian") (n,p,p) hessian **
#** gradiet -> (1/2 \/vc) * grad(vc) **
#** hessian -> (1/2 \/vc ) * hesian(vc) - (1/4*sigma^3) grad(vc)T "%m3d" **
#** grad(vc) **
#*********************************************************************************
sqrtvat <- function(varcomp)
{
vc <- as.numeric(varcomp$predictor)
vcg <- attr(varcomp$predictor,"gradient") # (n*p) gardient #
vch <- attr(varcomp$predictor,"hessian") # (n*p*p) hessian #
stdv <- sqrt(vc) # sigma i (standard deviation) #
stdvg <- (1.0/2*stdv) * vcg # grad (sigmai) gradient stdev #
vcgt <- t(vcg)
gtg <- vcgt %m3d% vcg # vcgT * vc (n*p*p) #
.temp2 <- 4.0 * vc * stdv # 4* sigma ^3 #
.expr2 <- (1.0 / .temp2) * gtg # 1/4* sigma^3 * gr T * grad #
.expr1 <- (1.0 / 2.0 * stdv) * vch # 1/2*sigma * hess #
stdvh <- .expr1 - .expr2
attr(stdv,"gradient") <- stdvg
attr(stdv,"hessian") <- stdvh
return(stdv)
}
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