formXtViX {mgcv} | R Documentation |

## Form component of GAMM covariance matrix

### Description

This is a service routine for `gamm`

. Given,
*V*, an estimated covariance matrix obtained using `extract.lme.cov2`

this
routine forms *X'inv(V)X* as efficiently as possible, given
the structure of *V* (usually sparse).

### Usage

formXtViX(V,X)

### Arguments

`V` |
A data covariance matrix list returned from `extract.lme.cov2` |

`X` |
A model matrix. |

### Details

The covariance matrix returned by `extract.lme.cov2`

may
be in a packed and re-ordered format, since it is usually sparse. Hence a
special service routine is required to form the required products involving
this matrix.

### Value

A matrix.

### Author(s)

Simon N. Wood simon.wood@r-project.org

### References

For `lme`

see:

Pinheiro J.C. and Bates, D.M. (2000) Mixed effects Models in S and S-PLUS. Springer

For details of how GAMMs are set up here for estimation using `lme`

see:

Wood, S.N. (2004) Low rank scale invariant tensor product smooths for
Generalized Additive Mixed Models. Technical report of the statistics
department, University of Glasgow.

http://www.stats.gla.ac.uk/~simon/

### See Also

`gamm`

, `extract.lme.cov2`

[Package

*mgcv* version 1.2-3

Index]