gam.fit5.post.proc: Post-processing output of gam.fit5

In mgcv: Mixed GAM Computation Vehicle with Automatic Smoothness Estimation

Post-processing output of gam.fit5

Description

INTERNAL function for post-processing the output of gam.fit5.

Usage

gam.fit5.post.proc(object, Sl, L, lsp0, S, off, gamma)

Arguments

object	output of gam.fit5.
Sl	penalty object, output of Sl.setup.
L	matrix mapping the working smoothing parameters.
lsp0	log smoothing parameters.
S	penalty matrix.
off	vector of offsets.
gamma	parameter for increasing model smoothness in fitting.

Value

A list containing:

• R: unpivoted Choleski of estimated expected hessian of log-likelihood.

• Vb: the Bayesian covariance matrix of the model parameters.

• Ve: "frequentist" alternative to Vb.

• Vc: corrected covariance matrix.

• F: matrix of effective degrees of freedom (EDF).

• edf: diag(F).

• edf2: diag(2F-FF).

Author(s)

Simon N. Wood <[e-mail]>.

mgcv documentation built on May 29, 2024, 4:34 a.m.