Nothing
lmRob.ucovcoef <- function(x, y, resid, sigma, p, ipsi, xk, tau, tl)
{
##
## Unscaled covariance matrix of coefficients
##
wi <- resid / sigma
wcnd <- wi != 0 & !is.na(wi)
wi[wcnd] <- psi.weight(wi[wcnd], ipsi, xk) / wi[wcnd]
swi <- sum(wi[wcnd])
if (abs(swi) <= tl) {
ans <- list(wi = wi, cov = NA, fact = NA, ierr = 1)
return(ans)
}
z <- as.vector(sqrt(wi))
sx <- x * z
np <- ncol(sx)
n <- length(resid)
storage.mode(sigma) <- "double"
fact <- .Fortran("rlkffam2",
as.double(resid),
as.integer(n),
as.integer(p),
sigma,
fh = double(1),
as.integer(ipsi),
as.double(xk),
PACKAGE = "robust")$fh * swi
storage.mode(sx) <- "double"
zz <- .Fortran("rlrmtrm2",
x = sx,
as.integer(n),
np = as.integer(np),
as.integer(n),
intch = as.integer(1),
as.double(tau),
k = integer(1),
sf = double(np),
sg = double(np),
sh = double(np),
ip = integer(np),
PACKAGE = "robust")
k <- zz$k
xt <- zz$x
ncov <- np*(np+1)/2
zc <- .Fortran("rlkiasm2",
xt,
k = as.integer(k),
as.integer(np),
as.integer(n),
as.integer(ncov),
fu = as.double(1.0),
fb = as.double(1.0),
cov = double(ncov),
PACKAGE = "robust")$cov
storage.mode(fact) <- "double"
cov <- .Fortran("rlkfasm2",
xt,
cov = zc,
k = as.integer(k),
as.integer(np),
as.integer(n),
as.integer(ncov),
f = fact,
double(np),
zz$sg,
zz$ip,
PACKAGE = "robust")$cov
attributes(wi) <- attributes(y)
list(wi = wi, ucov = cov, fact = fact, ierr = 0)
}
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