##### Please see the examples in Hst.sumup
## The function is currently defined as
function (Hst.ls, Hst0.ls = NULL)
{
tau <- length(Hst.ls)
big.sum <- 0
for (i in 1:tau) {
big.sum <- big.sum + apply(Hst.ls[[i]], 2, mean)
}
h.mean <- big.sum/tau
sHst.ls <- list()
big.sum.mx <- 0
for (i in 1:tau) {
sHst.ls[[i]] <- t(t(Hst.ls[[i]]) - h.mean)
big.sum.mx <- big.sum.mx + crossprod(sHst.ls[[i]])
}
cov.mx <- big.sum.mx/tau
sqrtXX <- 1/sqrt(diag(cov.mx))
for (i in 1:tau) {
sHst.ls[[i]] <- t(t(sHst.ls[[i]]) * sqrtXX)
}
sHst0.ls <- NULL
if (!is.null(Hst0.ls)) {
sHst0.ls <- list()
for (i in 1:tau) {
sHst0.ls[[i]] <- t((t(Hst0.ls[[i]]) - h.mean) * sqrtXX)
}
}
ls.out <- list(sHst.ls = sHst.ls, sHst0.ls = sHst0.ls, h.mean = h.mean,
h.sd = 1/sqrtXX)
return(ls.out)
}
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