R/Elambda.R

In eBsc: "Empirical Bayes Smoothing Splines with Correlated Errors"

Elambda <- function(log10lambda, coefs, eigens, rhos, neBsc, q) 
  { 
    lambda = 10^log10lambda
    r.mat1 = 1/(1 + eigens * lambda * rhos)
    r.mat = eigens * lambda/(1 + eigens * lambda * rhos)
    sum(coefs^2 * r.mat * r.mat1) - (sum(r.mat1)-q) * (sum(coefs^2 * r.mat)+1) / (neBsc+1)
  }