AGAmult_wrapper

Efficient Matrix Multiplication for \(\textbf{A}^{T}\textbf{G}\textbf{A}\)

internal

Implements Lagrangian multiplier smoothing splines for flexible
nonparametric regression and function estimation. Provides tools for fitting,
prediction, and inference using a constrained optimization approach to
enforce smoothness.
Supports generalized linear models, Weibull accelerated failure time (AFT) models,
quadratic programming problems, and customizable arbitrary correlation structures.
Options for fitting in parallel are provided. The method builds upon the framework described
by Ezhov et al. (2018) <doi:10.1515/jag-2017-0029> using Lagrangian multipliers
to fit cubic splines. For more information on correlation structure estimation,
see Searle et al. (2009) <ISBN:978-0470009598>. For quadratic programming and
constrained optimization in general, see Nocedal & Wright (2006) <doi:10.1007/978-0-387-40065-5>.
For a comprehensive background on smoothing splines, see Wahba (1990)
<doi:10.1137/1.9781611970128> and Wood (2006) <ISBN:978-1584884743>
"Generalized Additive Models: An Introduction with R".

Matthew Davis

lgspline

Lagrangian Multiplier Smoothing Splines for Smooth Function
Estimation

AGAmult_wrapper function

<dl><dt>G</dt>
<dd>List of G matrices (\(\textbf{G}\))</dd>
<dt>A</dt>
<dd>Constraint matrix (\(\textbf{A}\))</dd>
<dt>K</dt>
<dd>Number of partitions minus 1 (\(K\))</dd>
<dt>nc</dt>
<dd>Number of columns per partition</dd>
<dt>nca</dt>
<dd>Number of constraint columns</dd>
<dt>parallel</dt>
<dd>Use parallel processing</dd>
<dt>cl</dt>
<dd>Cluster object</dd>
<dt>chunk_size</dt>
<dd>Chunk size for parallel</dd>
<dt>num_chunks</dt>
<dd>Number of chunks</dd>
<dt>rem_chunks</dt>
<dd>Remaining chunks</dd></dl>

Arguments

Efficient Matrix Multiplication for \(\textbf{A}^{T}\textbf{G}\textbf{A}\) — AGAmult_wrapper

<dl>

<dt>G</dt>
<dd>List of G matrices (\(\textbf{G}\))</dd>


<dt>A</dt>
<dd>Constraint matrix (\(\textbf{A}\))</dd>


<dt>K</dt>
<dd>Number of partitions minus 1 (\(K\))</dd>


<dt>nc</dt>
<dd>Number of columns per partition</dd>


<dt>nca</dt>
<dd>Number of constraint columns</dd>


<dt>parallel</dt>
<dd>Use parallel processing</dd>


<dt>cl</dt>
<dd>Cluster object</dd>


<dt>chunk_size</dt>
<dd>Chunk size for parallel</dd>


<dt>num_chunks</dt>
<dd>Number of chunks</dd>


<dt>rem_chunks</dt>
<dd>Remaining chunks</dd>

</dl>

AGAmult_wrapper: Efficient Matrix Multiplication for \(\textbf{A}^{T}\textbf{G}\textbf{A}\)

Description

Usage

Value

Arguments

Details