weight_design_band {aspline}

Fast computation of weighted design matrix for generalized linear model

Description

Fast computation of weighted design matrix for generalized linear model

Usage

weight_design_band(w, alpha, B)

Arguments

w

Vector of weights.

alpha

Vector of indexes representing the start of blocks of the design matrix, as given by block_design.

B

Design matrix in compressed block format, as given by block_design.

Value

Weighted design matrix X^T diag(w) X where X is the design matrix and W = diag(w) is a diagonal matrix of weights.