Post-processing output of gam.fit5

INTERNAL function for post-processing the output of gam.fit5.

gam.fit5.post.proc(object, Sl, L, lsp0, S, off, gamma)

Arguments

object

output of gam.fit5.

Sl

penalty object, output of Sl.setup.

L

matrix mapping the working smoothing parameters.

lsp0

log smoothing parameters.

S

penalty matrix.

off

vector of offsets.

gamma

parameter for increasing model smoothness in fitting.

Value

A list containing:

• R: unpivoted Choleski of estimated expected hessian of log-likelihood.

• Vb: the Bayesian covariance matrix of the model parameters.

• Ve: "frequentist" alternative to Vb.

• Vc: corrected covariance matrix.

• F: matrix of effective degrees of freedom (EDF).

• edf: diag(F).

• edf2: diag(2F-FF).

Author

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