Nothing
##########################################################
# general functions of H_I and Q_I B&L Eqn 2.3, 2.4
# as in Table 1
# These are simply experimental, probably not to be exported
##########################################################
Jtr <- function (H, Q, a, b, f) {
I <- diag(nrow(H))
res <- H %*% Q %*% mpower(I-H-Q, a) %*% mpower(I-H, b)
f * tr(res)
}
Jdet <- function (H, Q, a, b, f) {
I <- diag(nrow(H))
res <- H %*% Q %*% mpower(I-H-Q, a) %*% mpower(I-H, b)
f * det(res)
}
# Cook D, in terms of Jtr()
COOKD <- function(H, Q, n, p, r, m) {
f <- (n-p)/p
Jtr(H, Q, 0, -2, f)
}
# DFFITS^2, in terms of Jtr()
DFFITS <- function(H, Q, n, p, r, m) {
f <- (n-p-m)/p
Jtr(H, Q, -1, 0, f)
}
COVRATIO <- function(H, Q, n, p, r, m) {
f <- ((n-p)/(n-p-m))^r*p
Jdet(H, Q, p, -(r+p), f)
}
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