Nothing
single.index.itera<-function(x,y,h=1,M=2,kernel="gauss",vect=FALSE)
{
d<-dim(x)[2]
n<-length(y)
theta0<-matrix(1,d,1)
theta0<-theta0/sqrt(sum(theta0^2))
w<-matrix(0,n,1)
haty<-matrix(0,n,1)
for (m in 1:M){
xcur<-x%*%theta0
for (i in 1:n) w[i]<-kernesti.der(xcur[i],xcur,y,h=h,vect=vect)
weights<-w^2
for (i in 1:n) haty[i]<-kernesti.regr(xcur[i],xcur,y,h=h,vect=vect)
z<-xcur+(y-haty)/w
W<-diag(c(weights),nrow=n,ncol=n)
A<-t(x)%*%W%*%x
invA<-solve(A,diag(rep(1,d)))
B<-t(x)%*%W%*%z
theta0<-invA%*%B
theta0<-theta0/sqrt(sum(theta0^2))
}
return(theta0)
}
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