ldetS {mgcv} | R Documentation |
INTERNAL function calculating the log generalized determinant of penalty matrix S stored blockwise in an Sl list
(which is the output of Sl.setup
).
ldetS(Sl, rho, fixed, np, root = FALSE, repara = TRUE, nt = 1,deriv=2)
Sl |
the output of |
rho |
the log smoothing parameters. |
fixed |
an array indicating whether the smoothing parameters are fixed (or free). |
np |
number of coefficients. |
root |
indicates whether or not to return the matrix square root, E, of the total penalty S_tot. |
repara |
if TRUE multi-term blocks will be re-parameterized using |
nt |
number of parallel threads to use. |
deriv |
order of derivative to use |
A list containing:
ldetS
: the log-determinant of S.
ldetS1
: the gradient of the log-determinant of S.
ldetS2
: the Hessian of the log-determinant of S.
Sl
: with modified rS terms, if needed and rho added to each block
rp
: a re-parameterization list.
rp
: E a total penalty square root such that t(E)%*%E = S_tot
(if root==TRUE
).
Simon N. Wood <simon.wood@r-project.org>.