Nothing
# File containing auxiliary functions
new_spsur <- function(x) {
res <- structure(x, class = "spsur")
}
get_array_E <- function(G){
E <- array(0,dim=c(G,G,G,G))
for(i in 1:G){
for(j in 1:G){
E[i,j,i,j] <- 1
E[j,i,i,j] <- 1
}
}
E
}
#######################################################
get_Sigma <- function(resids, N, G, Tm) {
RR <- array(resids, dim = c(N, G, Tm))
Sigma <- diag(rep(1,G))
for (i in 1:G){
for (j in 1:G){
Sigma[i,j] <- cov(matrix(RR[,i,],ncol=1),
matrix(RR[,j,],ncol=1))
}
}
Sigma_inv <- try(chol2inv(chol(Sigma)))
if (inherits(Sigma_inv, "try-error"))
Sigma_inv <- MASS::ginv(as.matrix(Sigma), tol = 1e-40)
Sigma_corr <- diag(rep(1, G))
for (i in 1:G) {
for (j in 1:G) {
Sigma_corr[i,j] <- cor(matrix(RR[,i,], ncol = 1),
matrix(RR[,j,], ncol = 1))
}
}
Sigma_corr_inv <- try(solve(Sigma_corr))
if (inherits(Sigma_corr_inv, "try-error"))
Sigma_corr_inv <- MASS::ginv(as.matrix(Sigma_corr),
tol = 1e-40)
res <- list(Sigma = as.matrix(Sigma),
Sigma_inv = as.matrix(Sigma_inv),
Sigma_corr = as.matrix(Sigma_corr),
Sigma_corr_inv = as.matrix(Sigma_corr_inv))
res
}
#######################################################
get_ff_cf <- function(G){
# Indexar los elementos diferentes de Sigma
ff <- rep(0,G*(G+1)/2)
cf <- rep(0,G*(G+1)/2)
c1 <- 0;c2 <- 0;c3 <- 0;
for (k1 in 1:G){
c2 <- c2+1
for (i in 1:(G-k1+1)){
c1 <- c1+1
c3 <- c3+1;
ff[c1] <- c2
cf[c1] <- c3
}
c3 <- c2
}
res <- list(ff=ff,cf=cf)
res
}
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