pdTens {mgcv} | R Documentation |
This set of functions implements an nlme
library pdMat
class to allow
tensor product smooths to be estimated by lme
as called by gamm
. Tensor product smooths
have a penalty matrix made up of a weighted sum of penalty matrices, where the weights are the smoothing
parameters. In the mixed model formulation the penalty matrix is the inverse of the covariance matrix for
the random effects of a term, and the smoothing parameters (times a half) are variance parameters to be estimated.
It's not
possible to transform the problem to make the required random effects covariance matrix look like one of the standard
pdMat
classes: hence the need for the pdTens
class. A notLog
parameterization ensures that
the parameters are positive.
These functions would not normally be called directly.
pdTens(value = numeric(0), form = NULL, nam = NULL, data = sys.frame(sys.parent()))
value |
Initialization values for parameters. Not normally used. |
form |
A one sided formula specifying the random effects structure. The formula should have
an attribute S which is a list of the penalty matrices the weighted sum of which gives the inverse of the
covariance matrix for these random effects. |
nam |
a names argument, not normally used with this class. |
data |
data frame in which to evaluate formula. |
This appears to be the minimum set of functions required to implement a new pdMat
class.
Note that while the pdFactor
and pdMatrix
functions return the inverse of the scaled random
effect covariance matrix or its factor, the pdConstruct
function is initialised with estimates of the
scaled covariance matrix itself.
A class pdTens
object, or it's coefficients or the matrix it represents or the factor of that matrix.
Simon N. Wood simon@stats.gla.ac.uk
Pinheiro J.C. and Bates, D.M. (2000) Mixed effects Models in S and S-PLUS. Springer
The nlme
source code.
http://www.stats.gla.ac.uk/~simon/
# see gamm