TSR.vcov <- function(par, dat){
J <- -TSR.hess(par, dat)/dat$n
map <- dat$map
id <- c(map$a, map$bet, map$gam)
N <- J[-id, -id]
C <- J[id, id]
B <- J[id, -id]
rho0 <- dat$n0/dat$n
rho1 <- dat$n1/dat$n
I <- J
I[] <- 0
I[-id, -id] <- N
C1 <- C[, 'a', drop = FALSE]
I[id, id] <- C - (rho0 + rho1)/rho0/rho1 * C1 %*% t(C1)
vcov <- solve(J) %*% I %*% t(solve(J))/dat$n
if(any(eigen(vcov)$values <= 1e-6)){
warning('TSR may be misleading as vcov is not a positive-definite matrix')
}
vcov
}
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