R/initialize_weights.R

In kschmaus/gammmbest: Method Of Moments Based Estimation for Generalized Additive Mixed Models

initialize_weights <- function(xz_svd_list, prior_cov) {
    V2_list <- Map(getElement, xz_svd_list, "V2")
    D_list <- Map(getElement, xz_svd_list, "D")

    f <- function(V2, D, prior_cov)
        solve(t(V2) %*% prior_cov %*% V2 + solve(D ** 2))

    Map(f, V2_list, D_list, list(prior_cov))
}