RH {SMME} | R Documentation |
This function is an implementation of the \rho
-operator found in
Currie et al 2006. It forms the basis of the GLAM arithmetic.
RH(M, A)
M |
a |
A |
a 3d array of size |
For details see Currie et al 2006. Note that this particular implementation is not used in the routines underlying the optimization procedure.
A 3d array of size p_2 \times p_3 \times n
.
Adam Lund
Currie, I. D., M. Durban, and P. H. C. Eilers (2006). Generalized linear array models with applications to multidimensional smoothing. Journal of the Royal Statistical Society. Series B. 68, 259-280. url = http://dx.doi.org/10.1111/j.1467-9868.2006.00543.x.
n1 <- 65; n2 <- 26; n3 <- 13; p1 <- 13; p2 <- 5; p3 <- 4
##marginal design matrices (Kronecker components)
X1 <- matrix(rnorm(n1 * p1), n1, p1)
X2 <- matrix(rnorm(n2 * p2), n2, p2)
X3 <- matrix(rnorm(n3 * p3), n3, p3)
Beta <- array(rnorm(p1 * p2 * p3, 0, 1), c(p1 , p2, p3))
max(abs(c(RH(X3, RH(X2, RH(X1, Beta)))) - kronecker(X3, kronecker(X2, X1)) %*% c(Beta)))