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mgcv (version 1.8-31)

gam.fit5.post.proc: Post-processing output of gam.fit5

Description

INTERNAL function for post-processing the output of gam.fit5.

Usage

gam.fit5.post.proc(object, Sl, L, lsp0, S, off)

Arguments

object

output of gam.fit5.

Sl

penalty object, output of Sl.setup.

L

matrix mapping the working smoothing parameters.

lsp0

log smoothing parameters.

S

penalty matrix.

off

vector of offsets.

Value

A list containing:

  • R: unpivoted Choleski of estimated expected hessian of log-likelihood.

  • Vb: the Bayesian covariance matrix of the model parameters.

  • Ve: "frequentist" alternative to Vb.

  • Vc: corrected covariance matrix.

  • F: matrix of effective degrees of freedom (EDF).

  • edf: diag(F).

  • edf2: diag(2F-FF).