Mgaussian <-
function(y,fit,cov) {
n <- length(y)
X <- model.matrix(fit)
p <- ncol(X)+1
MLE <- c(fit$coef,(t(y-(X%*%fit$coef)) %*% (y-(X%*%fit$coef)))/n)
max_loglik <- as.numeric(logLik(fit))
input <- list(y=y,X=X,MLE=MLE,max_loglik=max_loglik)
H <- function(epsilon,input,VZ,cstar) {
tmp <- input$y-input$X %*% (input$MLE[1:p-1]+epsilon*VZ[1:(p-1)])
tmp1 <- input$MLE[p]+epsilon*VZ[p]
-(n/2)*log(2*pi*tmp1)-
sum(tmp*tmp)/(2*tmp1) -
input$max_loglik+0.5*cstar
}
H.lik <- function(y,X,MLE) {
tmp <- y-X %*% MLE[1:p-1]
-(n/2)*log(2*pi*MLE[p])- sum(tmp*tmp)/(2*MLE[p])
}
if (is.null(cov)) {
cov <- rbind(cbind(c(MLE[p])*(solve(t(X)%*%X)),rep(0,p-1)),
c(rep(0,p-1),(2*(MLE[p]^2))/n))
list(cov=cov,input=input,H=H,H.lik=H.lik)
}
else {
list(input=input,H=H,H.lik=H.lik)
}
}
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