compute_dW_dlambda_wrapper {lgspline}R Documentation

Compute Derivative of Penalty Matrix G with Respect to Lambda (Wrapper)

Description

Wrapper function for computing the derivative of the weight matrix w.r.t lambda \lambda. This involves computing terms related to the derivative of 1/(1+\textbf{x}^{T}\textbf{U}\textbf{G}\textbf{x}).

Usage

compute_dW_dlambda_wrapper(
  G,
  A,
  GXX,
  Ghalf,
  dG_dlambda,
  dGhalf_dlambda,
  AGAInv,
  nc,
  K,
  parallel,
  cl,
  chunk_size,
  num_chunks,
  rem_chunks
)

Arguments

G

A list of penalty matrices \textbf{G} for each partition

A

Constraint matrix \textbf{A}

GXX

List of \textbf{G}\textbf{X}^{T}\textbf{X} products

Ghalf

List of \textbf{G}^{1/2} matrices

dG_dlambda

List of d\textbf{G}/d\lambda matrices

dGhalf_dlambda

List of d\textbf{G}^{1/2}/d\lambda matrices

AGAInv

Inverse of \textbf{A}^{T}\textbf{G}\textbf{A}

nc

Number of columns

K

Number of partitions minus 1 (K)

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

Scalar value representing the trace derivative component.


[Package lgspline version 0.2.0 Index]