weight_design_band {aspline} | R Documentation |
Fast computation of weighted design matrix for generalized linear model
weight_design_band(w, alpha, B)
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. |
Weighted design matrix X^T diag(w) X
where X
is the design matrix and W = diag(w)
is
a diagonal matrix of weights.