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

Andrew Crane-Droesch andrewcd at berkeley.edu
Thu Jun 18 22:23:55 CEST 2015


...That should have been obvious!  I'm a little embarrassed!

Thanks,
Andrew

**
On 06/18/2015 01:14 PM, Simon Wood wrote:
> 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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>> and provide commented, minimal, self-contained, reproducible code.
>
>


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