compute_dG_dlambda {lgspline} | R Documentation |
Compute Derivative of Penalty Matrix G with Respect to Lambda
Description
Calculates the derivative of the penalty matrix \textbf{G}
with respect to the
smoothing parameter lambda (\lambda
), supporting both global and partition-specific penalties.
This is related to the derivative of the diagonal weight matrix 1/(1+\textbf{x}^{T}\textbf{U}\textbf{G}\textbf{x})
w.r.t. the penalty.
Usage
compute_dG_dlambda(
G,
L,
K,
lambda,
unique_penalty_per_partition,
L_partition_list,
parallel,
cl,
chunk_size,
num_chunks,
rem_chunks
)
Arguments
G |
A list of penalty matrices |
L |
The base penalty matrix |
K |
Number of partitions minus 1 ( |
lambda |
Smoothing parameter value |
unique_penalty_per_partition |
Logical indicating partition-specific penalties |
L_partition_list |
Optional list of partition-specific penalty matrices |
parallel |
Logical to enable parallel processing |
cl |
Cluster object for parallel computation |
chunk_size |
Size of chunks for parallel processing |
num_chunks |
Number of chunks |
rem_chunks |
Remainder chunks |
Value
A list of derivative matrices d\textbf{G}/d\lambda
for each partition