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The Kronecker product
%O%produces an error forbbswith small number of knots, which happens asCholesky()is called butXtXis not a sparse matrix, see the following MWEI think that the problem can be solved by changing line
if (is(XtX, "Matrix") && !extends(class(XtX), "dgeMatrix")) {https://github.com/boost-R/mboost/blob/master/pkg/mboostPatch/R/bkronecker.R#L80
to
if (is(XtX, "Matrix") && !extends(class(XtX), "dgeMatrix") && !extends(class(XtX), "dsyMatrix")) {which simply excludes the corresponding Matrix-class.
But I don´t know whether there is a nicer or more general way to fix this.