mgcv (version 1.8-16)

tensor.prod.model.matrix: Utility functions for constructing tensor product smooths

Description

Produce model matrices or penalty matrices for a tensor product smooth from the model matrices or penalty matrices for the marginal bases of the smooth.

Usage

tensor.prod.model.matrix(X)
tensor.prod.penalties(S)

Arguments

X

a list of model matrices for the marginal bases of a smooth

S

a list of penalties for the marginal bases of a smooth.

Value

product smooth.

Details

If X[[1]], X[[2]] ... X[[m]] are the model matrices of the marginal bases of a tensor product smooth then the ith row of the model matrix for the whole tensor product smooth is given by X[[1]][i,]%x%X[[2]][i,]%x% ... X[[m]][i,], where %x% is the Kronecker product. Of course the routine operates column-wise, not row-wise!

If S[[1]], S[[2]] ... S[[m]] are the penalty matrices for the marginal bases, and I[[1]], I[[2]] ... I[[m]] are corresponding identity matrices, each of the same dimension as its corresponding penalty, then the tensor product smooth has m associate penalties of the form:

S[[1]]%x%I[[2]]%x% ... I[[m]],

I[[1]]%x%S[[2]]%x% ... I[[m]]

...

I[[1]]%x%I[[2]]%x% ... S[[m]].

Of course it's important that the model matrices and penalty matrices are presented in the same order when constructing tensor product smooths.

References

Wood, S.N. (2006) Low rank scale invariant tensor product smooths for Generalized Additive Mixed Models. Biometrics 62(4):1025-1036

See Also

te, smooth.construct.tensor.smooth.spec

Examples

require(mgcv)
X <- list(matrix(1:4,2,2),matrix(5:10,2,3))
tensor.prod.model.matrix(X)

S<-list(matrix(c(2,1,1,2),2,2),matrix(c(2,1,0,1,2,1,0,1,2),3,3))
tensor.prod.penalties(S)