The title says it all. An additive model can be fit by `solve(X %*% t(X)
+ PENALTY)%*%t(X)%*%y` (though of course there are more efficient ways
to do it). I want the matrix `solve(X %*% t(X) + PENALTY)` from a fitted
gam object. GAM objects can be a bit tricky to navigate -- is there a
convenient way of extracting this?
Happy to explain why I'm interested in this to anyone who would like to
know, off-list.
Many thanks!
Andrew
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