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Sl.repara

Applying re-parameterization from log-determinant of penalty matrix to model matrix.


Description

INTERNAL routine to apply re-parameterization from log-determinant of penalty matrix, ldetS to model matrix, X, blockwise.

Usage

Sl.repara(rp, X, inverse = FALSE, both.sides = TRUE)

Arguments

rp

reparametrization.

X

if X is a matrix it is assumed to be a model matrix whereas if X is a vector it is assumed to be a parameter vector.

inverse

if TRUE an inverse re-parametrization is performed.

both.sides

if inverse==TRUE and both.sides==FALSE then the re-parametrization only applied to rhs, as appropriate for a choleski factor. If both.sides==FALSE, X is a vector and inverse==FALSE then X is taken as a coefficient vector (so re-parametrization is inverse of that for the model matrix).

Value

A re-parametrized version of X.

Author(s)

Simon N. Wood <simon.wood@r-project.org>.


mgcv

Mixed GAM Computation Vehicle with Automatic Smoothness Estimation

v1.8-35
GPL (>= 2)
Authors
Simon Wood <simon.wood@r-project.org>
Initial release

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