[R] gamm(): degrees of freedom of the fit
Thomas Lumley
tlumley at u.washington.edu
Wed Nov 1 22:26:16 CET 2006
On Wed, 1 Nov 2006, Fabian Scheipl wrote:
>
> Calculating the smoother/projection matrix S: y -> \hat y and then its
> trace by sum(eigen(S))$values is what I've been doing so far- but I was
> hoping there might be a more efficient way than doing the spectral
> decomposition of an NxN-matrix.
>
Well, there are more efficient ways to compute the trace of a matrix than
spectral decomposition. The trace is just the sum of the diagonal
elements: sum(diag(S))
-thomas
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