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 ( |
Lambda |
Penalty matrix ( |
K |
Number of partitions minus 1 ( |
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 ( |
keep_G |
Return full G matrix ( |
shur_corrections |
List of Shur complement corrections ( |
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:
G - Full
\textbf{G}
matrix (ifkeep_G=TRUE
)Ghalf -
\textbf{G}^{1/2}
matrixGhalfInv -
\textbf{G}^{-1/2}
matrix (for non-identity links)