mgcv
which allows control of the numerical
options for fitting a generalized ridge regression problem using routine mgcv
.mgcv.control(conv.tol=1e-7,max.half=20,target.edf=NULL,min.edf=-1)
Wood, S.N. (2000) Modelling and Smoothing Parameter Estimation with Multiple Quadratic Penalties. J.R.Statist.Soc.B 62(2):413-428
mgcv