SEML:

In musto101/wilcox_R: What the package does (short line)

Usage

SEML(Z, thetaMLE)

Arguments

Z
thetaMLE

Examples

##---- Should be DIRECTLY executable !! ----
##-- ==>  Define data, use random,
##--	or do  help(data=index)  for the standard data sets.

## The function is currently defined as
function (Z, thetaMLE) 
{
    n = nrow(Z)
    p = ncol(Z)
    ps = p * (p + 1)/2
    q = ps
    zbar = MeanCov(Z)$zbar
    S = MeanCov(Z)$S
    Dup = Dp(p)
    InvS = solve(S)
    W = 0.5 * t(Dup) %*% (InvS %x% InvS) %*% Dup
    OmegaInf = solve(W)
    S12 = matrix(0, p, ps)
    S22 = matrix(0, ps, ps)
    for (i in 1:n) {
        zi0 = Z[i, ] - zbar
        difi = zi0 %*% t(zi0) - S
        vdifi = vech(difi)
        S12 = S12 + zi0 %*% t(vdifi)
        S22 = S22 + vdifi %*% t(vdifi)
    }
    OmegaSW = S22/n
    SEinf = getSE(thetaMLE, OmegaInf, n)
    SEsw = getSE(thetaMLE, OmegaSW, n)
    Results = list(inf = SEinf, sand = SEsw)
    return(Results)
  }

musto101/wilcox_R documentation built on May 23, 2019, 10:52 a.m.