R: Obtain square roots of penalty matrices

mini.roots {mgcv}

R Documentation

Obtain square roots of penalty matrices

INTERNAL function to obtain square roots, B[[i]], of the penalty matrices S[[i]]'s having as few columns as possible.

mini.roots(S, off, np, rank = NULL)

`S`	a list of penalty matrices, in packed form.
`off`	a vector where the i-th element is the offset for the i-th matrix. The elements in columns `1:off[i]` of `B[[i]]` will be equal to zero.
`np`	total number of parameters.
`rank`	here `rank[i]` is optional supplied rank of `S[[i]]`. Set `rank[i] < 1`, or `rank=NULL` to estimate.

A list of matrix square roots such that S[[i]]=B[[i]]%*%t(B[[i]]).

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

[Package mgcv version 1.8-23 Index]