mgcv: fixDependence – R documentation

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fixDependence

Detect linear dependencies of one matrix on another

Description

Identifies columns of a matrix X2 which are linearly dependent on columns of a matrix X1. Primarily of use in setting up identifiability constraints for nested GAMs.

Usage

fixDependence(X1,X2,tol=.Machine$double.eps^.5,rank.def=0,strict=FALSE)

Arguments

`X1`	A matrix.
`X2`	A matrix, the columns of which may be partially linearly dependent on the columns of `X1`.
`tol`	The tolerance to use when assessing linear dependence.
`rank.def`	If the degree of rank deficiency in `X2`, given `X1`, is known, then it can be supplied here, and `tol` is then ignored. Unused unless positive and not greater than the number of columns in `X2`.
`strict`	if `TRUE` then only columns individually dependent on `X1` are detected, if `FALSE` then enough columns to make the reduced `X2` full rank and independent of `X1` are detected.

Details

The algorithm uses a simple approach based on QR decomposition: see Wood (2017, section 5.6.3) for details.

Value

A vector of the columns of X2 which are linearly dependent on columns of X1 (or which need to be deleted to acheive independence and full rank if strict==FALSE). NULL if the two matrices are independent.

Author(s)

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

References

Wood S.N. (2017) Generalized Additive Models: An Introduction with R (2nd edition). Chapman and Hall/CRC Press.

Examples

library(mgcv)
n<-20;c1<-4;c2<-7
X1<-matrix(runif(n*c1),n,c1)
X2<-matrix(runif(n*c2),n,c2)
X2[,3]<-X1[,2]+X2[,4]*.1
X2[,5]<-X1[,1]*.2+X1[,2]*.04
fixDependence(X1,X2)
fixDependence(X1,X2,strict=TRUE)

mgcv

Mixed GAM Computation Vehicle with Automatic Smoothness Estimation

v1.8-35

GPL (>= 2)

Authors

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

Initial release