R/RcppExports.R

Defines functions robustseEigen

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# Generator token: 10BE3573-1514-4C36-9D1C-5A225CD40393

#' @title robustseEigen
#'
#' @description `robustseEigen` fits cluster robust standard errors
#'   with C++Eigen across markers.
#'
#' @param es a matrix of residuals
#'
#' @param xs a matrix of covariables
#'
#' @param cs a vector of clusters
#'
#' @param xxs a matrix of XtX
#'
#' @param covs an empty variance-covariance matrix
#'
#' @return `robustseEigen` returns a matrix of robust standard errors
#'   where the rows are the markers and the columns are the covariables
#'   including the intercept.
#'
#' @author James Staley <jrstaley95@gmail.com>
#'
#' @noRd
#' @md
robustseEigen <- function(es, xs, cs, xxs, covs) {
  .Call("_lmrse_robustseEigen", PACKAGE = "lmrse", es, xs, cs, xxs, covs)
}
jrs95/lmrse documentation built on Jan. 15, 2024, 3:48 a.m.