mgcv: Sl.setup – R documentation

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Sl.setup

Setting up a list representing a block diagonal penalty matrix

INTERNAL function for setting up a list representing a block diagonal penalty matrix from the object produced by gam.setup.

Sl.setup(G,cholesky=FALSE,no.repara=FALSE,sparse=FALSE)

`G`	the output of `gam.setup`.
`cholesky`	re-parameterize using Cholesky only.
`no.repara`	set to `TRUE` to turn off all initial reparameterization.
`sparse`	sparse setup?

A list with an element for each block. For block, b, Sl[[b]] is a list with the following elements

repara: should re-parameterization be applied to model matrix, etc? Usually FALSE if non-linear in coefficients.
start, stop: such that start:stop are the indexes of the parameters of this block.
S: a list of penalty matrices for the block (dim = stop-start+1) If length(S)==1 then this will be an identity penalty. Otherwise it is a multiple penalty, and an rS list of square root penalty matrices will be added. S (if repara==TRUE) and rS (always) will be projected into range space of total penalty matrix.
rS: square root of penalty matrices if multiple penalties are used.
D: a reparameterization matrix for the block. Applies to cols/params in start:stop. If numeric then X[,start:stop]%*%diag(D) is re-parametrization of X[,start:stop], and b.orig = D*b.repara (where b.orig is the original parameter vector). If matrix then X[,start:stop]%*%D is re-parametrization of X[,start:stop], and b.orig = D%*%b.repara (where b.orig is the original parameter vector).

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

Mixed GAM Computation Vehicle with Automatic Smoothness Estimation

v1.8-35

GPL (>= 2)

Authors

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

Initial release