SEXP R_ExpectCovarLinearStatistic(SEXP x, SEXP y, SEXP weights,
SEXP expcovinf) {
SEXP ans;
int n, p, q, pq;
/* determine the dimensions and some checks */
n = nrow(x);
p = ncol(x);
q = ncol(y);
pq = p * q;
if (nrow(y) != n)
error("y does not have %d rows", n);
if (LENGTH(weights) != n)
error("vector of case weights does not have %d elements", n);
PROTECT(ans = NEW_OBJECT(MAKE_CLASS("ExpectCovar")));
SET_SLOT(ans, coin_expectationSym,
PROTECT(allocVector(REALSXP, pq)));
SET_SLOT(ans, coin_covarianceSym,
PROTECT(allocMatrix(REALSXP, pq, pq)));
C_ExpectCovarLinearStatistic(REAL(x), p, q,
REAL(weights), n, expcovinf, ans);
UNPROTECT(3);
return(ans);
}
void C_LinStatExpCov(const double *x, const int p,
const double *y, const int q,
const double *weights, const int n,
const int cexpcovinf, SEXP expcovinf, SEXP ans) {
C_LinearStatistic(x, p, y, q, weights, n,
REAL(GET_SLOT(ans, PL2_linearstatisticSym)));
if (cexpcovinf)
C_ExpectCovarInfluence(y, q, weights, n, expcovinf);
C_ExpectCovarLinearStatistic(x, p, y, q, weights, n,
expcovinf, ans);
}
