creating file for cpp imp of sandwich

src/utils-R.cpp

@@ -0,0 +1,50 @@
+#include "RcppArmadillo.h"
+
+// [[Rcpp::depends(RcppArmadillo)]]
+
+#include "utils.h"
+
+// [[Rcpp::export]]
+arma::mat get_sandwich_variance_B(
+  const arma::mat & Y,
+  const arma::mat & X,
+  const arma::mat & A,
+  const arma::mat & S,
+  const arma::mat & Sigma,
+  const arma::vec & Diag_Omega
+) {
+
+
+  arma::mat get_iCnB = [&A, &S, &D_omega, &Sigma](
+      ) {
+
+
+    return ;
+  }
+
+
+
+  return ;
+}
+
+// vcov_sandwich_B = function(Y, X) {
+//  getMat_iCnB <- function(i) {
+//     a_i <- as.numeric(private$A[i, ])
+//     s_i <- as.numeric(private$S[i, ])
+//     omega <- as.numeric(diag(private$Omega))
+//     diag_mat_i <- diag(1/a_i + s_i^4 / (1 + s_i^2 * (a_i + omega)))
+//     solve(private$Sigma + diag_mat_i)
+//  }
+//
+//  YmA <- Y - private$A
+//    Dn <- matrix(0, self$d*self$p, self$d*self$p)
+//    Cn <- matrix(0, self$d*self$p, self$d*self$p)
+//    for (i in 1:self$n) {
+//    xxt_i <- tcrossprod(X[i, ])
+//    Cn <- Cn - kronecker(getMat_iCnB(i) , xxt_i) / self$n
+//    Dn <- Dn + kronecker(tcrossprod(YmA[i,]), xxt_i) / self$n
+//  }
+//   Cn_inv <- solve(Cn)
+//     dim_names <- dimnames(attr(private$B, "vcov_variational"))
+//     vcov_sand <- ((Cn_inv %*% Dn %*% Cn_inv) / self$n) %>% `dimnames<-`(dim_names)
+//