fixDependence {mgcv}R Documentation

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)

Arguments

X1 A matrix.
X2 A matrix, the columns of which may be partially linearly dependent on the columns of X1.
tol The tolernce to use when assessing linear dependence.

Details

The algorithm uses a simple approach based on QR decomposition: see code for details.

Value

An array of the columns of X2 which are linearly dependent on columns of X1. NULL if the two matrices are independent.

Author(s)

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

Examples

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)
[Package mgcv version 1.3-12 Index]