hessian_solver {aspline} R Documentation

## Inverse the hessian and multiply it by the score

### Description

Inverse the hessian and multiply it by the score

### Usage

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.

### Value

The solution of the linear system:

(X^T X + pen D^T diag(w) D) ^ {-1} X^T y - par

[Package aspline version 0.2.0 Index]