hessian_solver {aspline} | R Documentation |
Inverse the hessian and multiply it by the score
hessian_solver(par, XX_band, Xy, pen, w, diff)
par |
The parameter vector |
XX_band |
The matrix |
Xy |
The vector of currently estimated points |
pen |
Positive penalty constant. |
w |
Vector of weights. Has to be of length |
diff |
The order of the differences of the parameter. Equals |
The solution of the linear system:
(X^T X + pen D^T diag(w) D) ^ {-1} X^T y - par