R/sterby3.R

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

sterby3 <-
function(x0,y,const,estim)
{
  n=nrow(x0)
  p=ncol(x0)+1

  z=cbind(matrix(1,nrow=n),x0)
  argum=z %*% estim

  matM=matrix(data=0,nrow=p,ncol=p)
  IFsquar=matrix(data=0,nrow=p,ncol=p)
  for (i in 1:n)
{
myscalar=as.numeric(der2phiBY3(argum[i],y[i],const))
matM=matM+myscalar * (z[i,] %*% t(z[i,]))
IFsquar=IFsquar+myscalar^2 * (z[i,] %*% t(z[i,]))
}
  matM=matM/n
  matMinv=solve(matM)
  IFsquar=IFsquar/n
  asvBY=matMinv %*% IFsquar %*% t(matMinv)
  sqrt(diag(asvBY))/sqrt(n)
}