veemat <-
function (ehat, center, structure = "CS", substructure = "MM",
scores)
{
numc <- max(center)
vc <- c()
n <- length(ehat)
v12 <- matrix(rep(0, n^2), ncol = n)
v12inv <- matrix(rep(0, n^2), ncol = n)
if (structure == "CS") {
if (substructure == "DHL") {
vc <- veedhl(ehat, center)$vc
}
if (substructure == "MM") {
vc <- veemm(ehat, center)$vc
}
i1 <- 1
i2 <- 1
for (i in 1:numc) {
esee = ehat[center == i]
ni <- length(esee)
i2 <- i1 + ni - 1
vt <- vc[1] * ((1 - vc[4]) * diag(rep(1, ni)) + vc[4] *
rep(1, ni) %*% t(rep(1, ni)))
vt12 <- sigma12(vt)
vt12inv <- sigma12inv(vt)
v12[i1:i2, i1:i2] <- vt12
v12inv[i1:i2, i1:i2] <- vt12inv
i1 <- i1 + ni
}
}
if (structure == "WI") {
v12 <- diag(rep(1, n))
v12inv <- diag(rep(1, n))
}
if (structure == "AR") {
vc <- veear1m(ehat, center, scores)
i1 <- 1
i2 <- 1
for (i in 1:numc) {
esee = ehat[center == i]
ni <- length(esee)
i2 <- i1 + ni - 1
kap <- vc[1]/(1 - vc[2]^2)
vt <- matrix(rep(0, ni^2), ncol = ni)
for (ip in 1:ni) {
for (jp in 1:ni) {
vt[ip, jp] <- kap * vc[2]^abs((jp - ip))
}
}
vt12 <- sigma12(vt)
vt12inv <- sigma12inv(vt)
v12[i1:i2, i1:i2] <- vt12
v12inv[i1:i2, i1:i2] <- vt12inv
i1 <- i1 + ni
}
}
list(v12 = v12, v12inv = v12inv, vc = vc)
}
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