Example #1
0
void C_LinStatExpCovMPinv(SEXP linexpcov, double tol) {

    int pq, pqn;

    /* correct working dimension */    
    pq = get_dimension(linexpcov);

    /* reduce dimension to non-zero variance part */        
    C_linexpcovReduce(linexpcov);
            
    /* reduced dimension */
    pqn = get_dimension(linexpcov);
    INTEGER(GET_SLOT(GET_SLOT(linexpcov, PL2_svdmemSym), PL2_pSym))[0] = pqn;
 
    /* compute MPinv in reduced dimension */                   
    /* GET_SLOT is assumed NOT to return a fresh object so
       we don't PROTECT here */
    C_MPinv(PROTECT(GET_SLOT(linexpcov, PL2_covarianceSym)), tol,
            PROTECT(GET_SLOT(linexpcov, PL2_svdmemSym)), linexpcov);
    UNPROTECT(2);

    /* make sure to reset svdmem to original dimension;
       the dimension of linexpcov is reset in C_TestStatistic */
    INTEGER(GET_SLOT(GET_SLOT(linexpcov, PL2_svdmemSym), PL2_pSym))[0] = pq;
}
Example #2
0
void C_LinStatExpCovMPinv(SEXP linexpcov, double tol) {

    int pq, pqn;

    /* correct working dimension */    
    pq = get_dimension(linexpcov);

    /* reduce dimension to non-zero variance part */        
    C_linexpcovReduce(linexpcov);
            
    /* reduced dimension */
    pqn = get_dimension(linexpcov);
    INTEGER(GET_SLOT(GET_SLOT(linexpcov, PL2_svdmemSym), PL2_pSym))[0] = pqn;
 
    /* compute MPinv in reduced dimension */                   
    C_MPinv(GET_SLOT(linexpcov, PL2_covarianceSym), tol,
            GET_SLOT(linexpcov, PL2_svdmemSym), linexpcov);

    /* make sure to reset svdmem to original dimension;
       the dimension of linexpcov is reset in C_TestStatistic */
    INTEGER(GET_SLOT(GET_SLOT(linexpcov, PL2_svdmemSym), PL2_pSym))[0] = pq;
}