dot-get_B_gee_glm: Path 1b: Non-Gaussian GEE (Damped SQP with Full Whitened...

In lgspline: Lagrangian Multiplier Smoothing Splines for Smooth Function Estimation

Path 1b: Non-Gaussian GEE (Damped SQP with Full Whitened Design)

Description

Estimates constrained coefficients for non-Gaussian GLMs with correlation structures using damped Sequential Quadratic Programming (SQP) in the full P-dimensional whitened space. The whitened design \mathbf{X}^{*} = \mathbf{V}^{-1/2}\mathbf{X} is required because \mathbf{V}^{-1/2} couples all partitions.

Usage

.get_B_gee_glm(
  X_block,
  X_tilde,
  y_block,
  y_tilde,
  VhalfInv_perm,
  Lambda_block,
  A,
  K,
  p_expansions,
  constraint_value_vectors,
  family,
  return_G_getB,
  iterate,
  tol,
  qp_Amat,
  qp_bvec,
  qp_meq,
  qp_score_function,
  order_list,
  observation_weights,
  glm_weight_function,
  schur_correction_function,
  need_dispersion_for_estimation,
  dispersion_function,
  VhalfInv,
  parallel_qr = FALSE,
  cl = NULL,
  ...
)

Arguments

X_block	Full N \times P unwhitened block-diagonal design.
X_tilde	Whitened design \mathbf{V}^{-1/2}\mathbf{X}.
y_block	Unwhitened response vector \mathbf{y}.
y_tilde	Whitened response \mathbf{V}^{-1/2}\mathbf{y}.
VhalfInv_perm	\mathbf{V}^{-1/2} permuted to partition ordering.
Lambda_block	Full P \times P block-diagonal penalty.
A	Constraint matrix (P \times R).
K, p_expansions	Integer dimensions.
constraint_value_vectors	Constraint RHS list encoding \mathbf{A}^{\top}\boldsymbol{\beta} = \mathbf{c}.
family	GLM family object.
return_G_getB	Logical; return covariance components.
iterate	Logical; if TRUE, iterate until convergence.
tol	Convergence tolerance.
qp_Amat, qp_bvec, qp_meq	QP constraint specification.
qp_score_function	Score function for QP step.
order_list, observation_weights	Standard partition arguments.
glm_weight_function	Function computing GLM working weights.
schur_correction_function	Function computing Schur corrections.
need_dispersion_for_estimation	Logical.
dispersion_function	Dispersion estimation function.
VhalfInv	Inverse square root correlation matrix.
...	Passed to weight, correction, dispersion, and score functions.

Value

Same structure as .get_B_gee_gaussian.

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