formXtViX {mgcv} | R Documentation |
This is a service routine for gamm
. Given,
V, an estimated covariance matrix obtained using extract.lme.cov2
this
routine forms X'inv(V)X as efficiently as possible, given
the structure of V (usually sparse).
formXtViX(V,X)
V |
A data covariance matrix list returned from extract.lme.cov2 |
X |
A model matrix. |
The covariance matrix returned by extract.lme.cov2
may
be in a packed and re-ordered format, since it is usually sparse. Hence a
special service routine is required to form the required products involving
this matrix.
A matrix.
Simon N. Wood simon.wood@r-project.org
For lme
see:
Pinheiro J.C. and Bates, D.M. (2000) Mixed effects Models in S and S-PLUS. Springer
For details of how GAMMs are set up here for estimation using lme
see:
Wood, S.N. (2004) Low rank scale invariant tensor product smooths for Generalized Additive Mixed Models. Technical report of the statistics department, University of Glasgow.
http://www.stats.gla.ac.uk/~simon/