Nothing
# Jodrow et al (1982)
u.ssfa <- function(object, ...) {
if(object$rho==0)
{
sigmau2 <- object$sigmau2
sigmav2 <- object$sigmav2
fun <- object$fun
sc <- object$sc
if (fun == "hnormal") {
mu_i <- -sc * residuals.ssfa(object) * sigmau2 / (sigmau2 + sigmav2)
sigma_i <- sqrt(sigmau2 * sigmav2 / (sigmau2 + sigmav2))
}
u <- mu_i + sigma_i*(dnorm(-mu_i/sigma_i)/pnorm(mu_i/sigma_i))
}
if(object$rho!=0)
{
if(object$sigmau2_dmu<=0)
{
u <- matrix(0,ncol=1, nrow=length(object$y))
}
else
{
sigmau2 <- object$sigmau2_dmu
sigmav2 <- object$sigmav2
fun <- object$fun
sc <- object$sc
if (fun == "hnormal") {
mu_i <- -sc * residuals.ssfa(object) * sigmau2 / (sigmau2 + sigmav2)
sigma_i <- sqrt(sigmau2 * sigmav2 / (sigmau2 + sigmav2))
}
u <- mu_i + sigma_i*(dnorm(-mu_i/sigma_i)/pnorm(mu_i/sigma_i))
}
}
return(u)
}
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