INTERNAL function for finding an orthogonal re-parameterization which avoids "dominant machine zero leakage" between components of the square root penalty.
gam.reparam(rS, lsp, deriv)
list of the square root penalties: last entry is root of
fixed penalty, if
vector of log smoothing parameters.
A list containing
S: the total penalty matrix similarity transformed for stability.
rS: the component square roots, transformed in the same way.
Qs: the orthogonal transformation matrix
S = t(Qs)%*%S0%*%Qs, where
S0 is the
untransformed total penalty implied by
rS on input.
det1: dlog|S|/dlog(sp) if
det2: hessian of log|S| wrt log(sp) if
Simon N. Wood <firstname.lastname@example.org>.
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.