Faster model matrix crossproducts for large generalized linear models with discretized covariates
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DOI: 10.1007/s11222-019-09864-2
Abstract: Wood et al. (J Am Stat Assoc 112(519):1199–1210, 2017 ) developed methods for fitting penalized regression spline based generalized additive models, with of the order of $$10^4$$ 10 4 coefficients, to up to $$10^8$$ 10… read more here.
Keywords: cross product; model matrix; matrix; mathbf ... See more keywords