hessian_solver function

Inverse the hessian and multiply it by the score

hessian_solver(par, XX_band, Xy, pen, w, diff)

Arguments

• par: The parameter vector
• XX_band: The matrix $X^T X$ where X is the design matrix. This argument is given in the form of a band matrix, i.e., successive columns represent superdiagonals.
• Xy: The vector of currently estimated points $X^T y$, where $y$ is the y-coordinate of the data.
• pen: Positive penalty constant.
• w: Vector of weights. Has to be of length
• diff: The order of the differences of the parameter. Equals degree + 1 in adaptive spline regression.

Returns

The solution of the linear system: