lgspline0.3.0 package

Damped Newton-Raphson Parameter Optimization

Lagrangian Multiplier Smoothing Splines: Mathematical Details

Compute Integrated Squared Second Derivative Penalty Matrix for Smooth...

Get Constrained GLM Coefficient Estimates

Get Centers for Partitioning

Generate Interaction Variable Patterns

Lagrangian Multiplier Smoothing Splines

Low-Level Fitting for Lagrangian Smoothing Splines

Calculate Matrix Inverse Square Root

Efficient Matrix Multiplication for $\textbf{A}^{T}\textbf{G}\textbf{A...

Finite-difference Gradient Computer

Matrix Inversion using Armadillo

Calculate Trace of Matrix Product $\text{trace}(\textbf{X}\textbf{U}\t...

Create Block Diagonal Matrix

Create One-Hot Encoded Matrix

Extract model coefficients

Collapse Matrix List into a Single Block-Diagonal Matrix

Compute Derivative of Penalty Matrix G with Respect to Lambda

Compute Derivative of $\textbf{U}\textbf{G}\textbf{X}^{T}\textbf{y}$ w...

Compute Matrix Square Root Derivative

Tune Smoothing and Ridge Penalties via Generalized Cross Validation

Compute Derivative of Penalty Matrix G with Respect to Lambda (Wrapper...

Compute Eigenvalues and Related Matrices for G

Compute Component $\textbf{G}^{1/2}\textbf{A}(\textbf{A}^{T}\textbf{G}...

Compute Gram Matrix for Block Diagonal Structure

Construct Smoothing Spline Penalty Matrix

BFGS Implementation for REML Parameter Estimation

Efficient Matrix Multiplication

Generate Grid Indices Without expand.grid()

Find Extremum of Fitted Lagrangian Multiplier Smoothing Spline

Find Neighboring Cluster Partitions Using Midpoint Distance Criterion

Efficient Matrix Multiplication of G and A Matrices

Generate Posterior Samples from Fitted Lagrangian Multiplier Smoothing...

Wrapper for Smoothing Spline Penalty Computation

Generate Design Matrix with Polynomial and Interaction Terms

Efficiently Construct U Matrix

Compute Gram Matrix

Efficient Matrix Multiplication Operator

Matrix Inversion with Fallback Methods

Test if Vector is Binary

Expand Matrix into Partition Lists Based on Knot Boundaries

Compute Leave-One-Out Cross-Validated predictions for Gaussian Respons...

lgspline: Lagrangian Multiplier Smoothing Splines

Fit Lagrangian Multiplier Smoothing Splines

Compute Log-Likelihood for Weibull Accelerated Failure Time Model

Create Smoothing Spline Constraint Matrix

Compute First and Second Derivative Matrices

Create Data Partitions Using Clustering

Multiply Block Diagonal Matrices in Parallel

Left-Multiply a List of Block-Diagonal Matrices by U

Calculate Matrix Square Root

Compute Newton-Raphson Parameter Update with Numerical Stabilization

Plot Method for Lagrangian Multiplier Smoothing Spline Models

Predict Method for Fitted Lagrangian Multiplier Smoothing Spline

Print Method for lgspline Objects

Print Method for lgspline Object Summaries

Log-Prior Distribution Evaluation for lgspline Models

Compute softplus transform

Standardize Vector to Z-Scores

Summary method for lgspline Objects

Calculate Derivatives of Polynomial Terms

Calculate Second Derivatives of Interaction Terms

Unconstrained Generalized Linear Model Estimation

Unconstrained Weibull Accelerated Failure Time Model Estimation

Vector-Matrix Multiplication for Block Diagonal Matrices

Univariate Wald Tests and Confidence Intervals for Lagrangian Multipli...

Estimate Weibull Dispersion for Accelerated Failure Time Model

Weibull Family for Survival Model Specification

Weibull GLM Weight Function for Constructing Information Matrix

Compute gradient of log-likelihood of Weibull accelerated failure mode...

Estimate Scale for Weibull Accelerated Failure Time Model

Correction for the Variance-Covariance Matrix for Uncertainty in Scale