[R] Is there a convenient way of extracting the matrix `solve(X %*% t(X) + PENALTY)` from an additive model fit in mgcv?

[Simon Wood]

Yes...

## example fit...
  library(mgcv)
  set.seed(2) ## simulate some data...
  dat <- gamSim(1,n=400,dist="normal",scale=2)
  b <- gam(y~s(x0)+s(x1)+s(x2)+s(x3),data=dat)
## extract the thing required in the title....
  b$Vp/b$sig2

best,
Simon


On 18/06/15 03:23, Andrew Crane-Droesch wrote:
> The title says it all. An additive model can be fit by `solve(X %*% t(X)
> + PENALTY)%*%t(X)%*%y` (though of course there are more efficient ways
> to do it). I want the matrix `solve(X %*% t(X) + PENALTY)` from a fitted
> gam object. GAM objects can be a bit tricky to navigate -- is there a
> convenient way of extracting this?
>
> Happy to explain why I'm interested in this to anyone who would like to
> know, off-list.
>
> Many thanks!
> Andrew
>
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-- 
Simon Wood, Mathematical Science, University of Bath BA2 7AY UK
+44 (0)1225 386603               http://people.bath.ac.uk/sw283