nlme (version 3.1-149)

corFactor.corStruct: Factor of a corStruct Object Matrix

Description

This method function extracts a transpose inverse square-root factor, or a series of transpose inverse square-root factors, of the correlation matrix, or list of correlation matrices, represented by object. Letting \(\Sigma\) denote a correlation matrix, a square-root factor of \(\Sigma\) is any square matrix \(L\) such that \(\Sigma = L'L\). This method extracts \(L^{-t}\).

Usage

# S3 method for corStruct
corFactor(object, …)

Arguments

object

an object inheriting from class "corStruct" representing a correlation structure, which must have been initialized (using Initialize).

…

some methods for this generic require additional arguments. None are used in this method.

Value

If the correlation structure does not include a grouping factor, the returned value will be a vector with a transpose inverse square-root factor of the correlation matrix associated with object stacked column-wise. If the correlation structure includes a grouping factor, the returned value will be a vector with transpose inverse square-root factors of the correlation matrices for each group, stacked by group and stacked column-wise within each group.

See Also

corFactor, corMatrix.corStruct, recalc.corStruct, Initialize.corStruct

Examples

# NOT RUN {
cs1 <- corAR1(form = ~1 | Subject)
cs1 <- Initialize(cs1, data = Orthodont)
corFactor(cs1)
# }