Nothing
mrle.sporm <-
function(x, y, theta=1, p=rep(1/(length(x)+length(y)), length(x)+length(y)),
tol=1e-7, maxit=50){
m<-length(x)
n<-length(y)
N<-m+n
z<-c(y,x)
r<-rank(z, ties.method = "max")[1:n]
del<-1
it<-0
res<-grad.hessinv(theta,p, r)
del<-sum(abs(res$H))+abs(sum(p)-1)
while(del>tol && it<maxit){
theta.p<-c(theta, p)-try(res$Ainv%*%res$H, TRUE)
res<-grad.hessinv(theta.p[1], theta.p[-1], r)
del<-sum(abs(res$H))+abs(theta-theta.p[1])+abs(sum(theta.p[-1])-1)
theta<-theta.p[1]
p<-theta.p[-1]
#cat(it+1, "del=", del, theta, "sum of p=", sum(p),"\n")
it<-it+1
}
if(del>tol || theta<=0 ||abs(sum(p)-1)>1e-2 || any(p<0) || any(p>1)) stop("Not Convergent\n")
temp<-NULL
temp1<-NULL
for(j in 1:n){
temp[j]<-sum(p[1:r[j]])
temp1[j]<-ifelse(r[j]==1,0,sum(p[1:(r[j]-1)]))
}
ell<-n*log(theta)+sum(log(p))-sum(log(1+(theta-1)*temp))-sum(log(1+(theta-1)*temp1))
list(theta=theta, p=p, ell=ell, it=it, del=del)
}
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