compute_G_eigen {lgspline}R Documentation

Compute Eigenvalues and Related Matrices for G

Description

Compute Eigenvalues and Related Matrices for G

Usage

compute_G_eigen(
  X_gram,
  Lambda,
  K,
  parallel,
  cl,
  chunk_size,
  num_chunks,
  rem_chunks,
  family,
  unique_penalty_per_partition,
  L_partition_list,
  keep_G = TRUE,
  shur_corrections
)

Arguments

X_gram

Gram matrix list (\textbf{X}^{T}\textbf{X})

Lambda

Penalty matrix (\boldsymbol{\Lambda})

K

Number of partitions minus 1 (K)

parallel

Use parallel processing

cl

Cluster object

chunk_size

Chunk size for parallel

num_chunks

Number of chunks

rem_chunks

Remaining chunks

family

GLM family

unique_penalty_per_partition

Use partition penalties

L_partition_list

Partition penalty list (\textbf{L}_\text{partition\_list})

keep_G

Return full G matrix (\textbf{G})

shur_corrections

List of Shur complement corrections (\textbf{S})

Details

Computes \textbf{G}, \textbf{G}^{1/2} and \textbf{G}^{-1/2} matrices via eigendecomposition of \textbf{X}^{T}\textbf{X} + \boldsymbol{\Lambda}_\text{effective} + \textbf{S}. Handles partition-specific penalties and parallel processing. For non-identity link functions, also returns \textbf{G}^{-1/2}.

Value

List containing combinations of:


[Package lgspline version 0.2.0 Index]