nlme (version 3.1-38)

pdMatrix: Extract Matrix or Square-Root Factor from a pdMat Object

Description

The positive-definite matrix represented by object, or a square-root factor of it is obtained. Letting $\Sigma$ denote a positive-definite matrix, a square-root factor of $\Sigma$ is any square matrix $L$ such that $\Sigma = L'L$. This function extracts $S$ or $L$.

Usage

pdMatrix(object, factor)

Arguments

object

an object inheriting from class pdMat, representing a positive definite matrix.

factor

an optional logical value. If TRUE, a square-root factor of the positive-definite matrix represented by object is returned; else, if FALSE, the positive-definite matrix is returned. Defaults to FALSE

Value

• if fact is FALSE the positive-definite matrix represented by object is returned; else a square-root of the positive-definite matrix is returned.

See Also

as.matrix.pdMat, pdFactor, corMatrix

Examples

pd1 <- pdSymm(diag(1:4))
pdMatrix(pd1)