INTERNAL function to obtain square roots, B[[i]]
, of the penalty matrices S[[i]]
's having as few
columns as possible.
mini.roots(S, off, np, rank = NULL)
a list of penalty matrices, in packed form.
a vector where the i-th element is the offset for the i-th matrix.
The elements in columns 1:off[i]
of B[[i]]
will be equal to zero.
total number of parameters.
here rank[i]
is optional supplied rank of S[[i]]
. Set rank[i] < 1
, or
rank=NULL
to estimate.
A list of matrix square roots such that S[[i]]=B[[i]]%*%t(B[[i]])
.