R/cov_clm__getFittingFunction__fittingGLSC2.R

Defines functions fittingGLSC2

fittingGLSC2 <- function(sigmaThetaExprList, fit) {
  function(params) {
    sigmaTheta <- evalSigmaThetaExprList(sigmaThetaExprList, as.list(params))

    sum(diag((diag(1, nrow = fit$info$T, ncol = fit$info$T) - (sigmaTheta %*% solve(fit$sigmaHat))) %*%
      t(diag(1, nrow = fit$info$T, ncol = fit$info$T) - (sigmaTheta %*% solve(fit$sigmaHat))))) / 2
  }
}
phmpacheco-ufjf/clm documentation built on Dec. 22, 2021, 8:40 a.m.