Nothing
hess_ram = function(par,ImpCov,SampCov,Areg,Sreg,A,S,Fmat){
#?sfClusterApplyLB
#sfClusterApplyLB(index, simulationIteration, n, rho, g, h, pv, het=F)
hess.out <- matrix(0,length(par),length(par))
h <- 0.00001
B = solve(diag(nrow(A)) - Areg)
C = diag(nrow(ImpCov)) - solve(ImpCov) %*% SampCov
E = B %*% Sreg %*% t(B)
#if(type=="none"){
# not symmetric
for(i in 1:nrow(hess.out)){
for(j in 1:ncol(hess.out)){
Ai <- (A == i)*1
Aj <- (A == j)*1
Aij <- matrix(0,nrow(A),ncol(A))
Aij[Ai==T & Aj ==T] <- 1
Si <- (S == i)*1;
Sj <- (S == j)*1;
Sij <- matrix(0,nrow(S),ncol(S))
Sij[Si==T & Sj==T] <- 1
deriv15_I <- Fmat %*% B %*% Ai %*% E %*% t(Fmat) + Fmat %*% B %*% Si %*% t(B) %*% t(Fmat)
deriv15_J <- Fmat %*% B %*% Aj %*% E %*% t(Fmat) + Fmat %*% B %*% Sj %*% t(B) %*% t(Fmat)
# this is cause of asymmetry
deriv15_IJ <- Fmat %*% B %*% Ai %*% B %*% Aj %*% E %*% t(Fmat) +
Fmat %*% B %*% Aj %*% B %*% Ai %*% E %*% t(Fmat) +
Fmat %*% B %*% Ai %*% B %*% Sj %*% t(B) %*% t(Fmat) +
Fmat %*% B %*% Ai %*% E %*% t(Aj) %*% t(B) %*% t(Fmat) +
Fmat %*% B %*% Aj %*% B %*% Si %*% t(B) %*% t(Fmat)
# left out mean part
hess.out[i,j] <- trace(solve(ImpCov) %*% deriv15_IJ %*% C - solve(ImpCov) %*%
deriv15_I %*% solve(ImpCov) %*% deriv15_J %*% C +
solve(ImpCov) %*% deriv15_J %*% solve(ImpCov) %*% deriv15_I %*%
solve(ImpCov) %*% SampCov)
}
}
hess.out
}
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