gam.reparam {mgcv} | R Documentation |
INTERNAL function for finding an orthogonal re-parameterization which avoids "dominant machine zero leakage" between components of the square root penalty.
gam.reparam(rS, lsp, deriv)
rS |
list of the square root penalties: last entry is root of
fixed penalty, if |
lsp |
vector of log smoothing parameters. |
deriv |
if |
A list containing
S
: the total penalty matrix similarity transformed for stability.
rS
: the component square roots, transformed in the same way.
Qs
: the orthogonal transformation matrix S = t(Qs)%*%S0%*%Qs
, where S0
is the
untransformed total penalty implied by sp
and rS
on input.
det
: log|S|.
det1
: dlog|S|/dlog(sp) if deriv >0
.
det2
: hessian of log|S| wrt log(sp) if deriv>1
.
Simon N. Wood <simon.wood@r-project.org>.