formXtViX                package: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.wood@r-project.org

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 for estimation using 'lme'
     see:

     Wood, S.N. (2006) Low rank scale invariant tensor product smooths
     for Generalized Additive Mixed Models. Biometrics 62(4):1025-1036

     <URL: http://www.maths.bath.ac.uk/~sw283/>

See Also:

     'gamm', 'extract.lme.cov2'

