Numeric core of the Yang-Wang-He sandwich — compute_ywh

Pure-numeric and Stan-free, so it can be unit tested directly.

Usage

compute_ywh_sandwich(
  X,
  resid,
  tau,
  Sigma_post = NULL,
  groups = NULL,
  bandwidth = NULL
)

X: Fixed-effect design matrix (N x K).
resid: Residuals y - mu at the posterior median fit.
tau: Quantile level.
Sigma_post: Retained for backward compatibility; ignored. (Earlier versions used a Sigma_post-based fallback for a singular bread, which was dimensionally incorrect; the bread is now stabilised directly.)
groups: Optional integer cluster index (length N) for a cluster-robust meat. NULL uses the independence meat.
bandwidth: Optional Powell bandwidth; default uses Hall-Sheather.

List with vcov, D0, D1, bandwidth (the bandwidth actually used, which may have been grown to keep the bread full rank).