R: Form component of GAMM covariance matrix

formXtViX {mgcv}

R Documentation

Form component of GAMM covariance matrix

Description

This is a service routine for gamm. Given, V, an estimated covariance matrix obtained using extract.lme.cov2 this routine forms X'inv(V)X as efficiently as possible, given the structure of V (usually sparse).

Usage

formXtViX(V,X)

Arguments

`V`	A data covariance matrix list returned from `extract.lme.cov2`
`X`	A model matrix.

Details

The covariance matrix returned by extract.lme.cov2 may be in a packed and re-ordered format, since it is usually sparse. Hence a special service routine is required to form the required products involving this matrix.

Value

A matrix.

Author(s)

Simon N. Wood simon@stats.gla.ac.uk

References

For lme see:

Pinheiro J.C. and Bates, D.M. (2000) Mixed effects Models in S and S-PLUS. Springer

For details of how GAMMs are set up here for estimation using lme see:

Wood, S.N. (2004) Low rank scale invariant tensor product smooths for Generalized Additive Mixed Models. Technical report of the statistics department, University of Glasgow.

http://www.stats.gla.ac.uk/~simon/