formXtViX                package:mgcv                R Documentation

_F_o_r_m _c_o_m_p_o_n_e_n_t _o_f _G_A_M_M _c_o_v_a_r_i_a_n_c_e _m_a_t_r_i_x

_D_e_s_c_r_i_p_t_i_o_n:

     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).

_U_s_a_g_e:

     formXtViX(V,X)

_A_r_g_u_m_e_n_t_s:

       V: A data covariance matrix list returned from
          'extract.lme.cov2'

       X: A model matrix.

_D_e_t_a_i_l_s:

     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.

_V_a_l_u_e:

     A matrix.

_A_u_t_h_o_r(_s):

     Simon N. Wood simon.wood@r-project.org

_R_e_f_e_r_e_n_c_e_s:

     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.

     <URL: http://www.stats.gla.ac.uk/~simon/>

_S_e_e _A_l_s_o:

     'gamm', 'extract.lme.cov2'

