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.