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 |
A |
Constraint matrix |
GXX |
List of |
Ghalf |
List of |
dG_dlambda |
List of |
dGhalf_dlambda |
List of |
AGAInv |
Inverse of |
nc |
Number of columns |
K |
Number of partitions minus 1 ( |
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]