Extract the penalty matrix from a fitted additive BIc model

Assembles the block-diagonal penalty matrix S(lambda) from the smooth terms of a fitted gamlss model whose submodels use penalised additive terms (for example pb() P-spline terms). The result is suitable as the penalty argument of bic_info().

Usage

bic_penalty(object)

Arguments

object

A fitted gamlss model of family BEZI or BEOI with penalised additive terms in one or more submodels.

Value

A block-diagonal penalty matrix of dimension (M+m+p) x (M+m+p), block diagonal across the inflation, mean, and precision coefficient groups.

Details

The function reads the smoothing structure stored by gamlss for each parameter (mu, sigma, nu) and places the corresponding penalty contributions on the diagonal blocks. Terms without a penalty contribute a zero block, so a model with a mix of linear and smooth terms is handled transparently. By construction the returned matrix is block diagonal across the three coefficient groups, so it preserves the separability required by the semiparametric theory.

See also

bic_info()