dot-compute_hat_diag: Compute the Diagonal of the Tuning Hat Matrix

In lgspline: Lagrangian Multiplier Smoothing Splines for Smooth Function Estimation

Compute the Diagonal of the Tuning Hat Matrix

Description

Computes the per-observation diagonal of the constrained hat matrix used during tuning, without forming the full N \times N matrix.

Usage

.compute_hat_diag(X, G, A, AGAInv, K, p_expansions, eps = 1e-07)

Arguments

X	List of partition-specific design matrices.
G	List of partition-specific \mathbf{G}_k matrices.
A	Constraint matrix.
AGAInv	Inverse of \mathbf{A}^{\top}\mathbf{G}\mathbf{A}.
K	Number of interior knots.
p_expansions	Number of columns per partition.
eps	Numeric floor used to keep 1 - h_{ii} away from zero.

Value

List with h_diag and C_list, both partition-wise.

lgspline documentation built on May 8, 2026, 5:07 p.m.