lme4 (version 0.5-2)

pdfactor-class: Factors of positive-definite matrices

Description

If $\Sigma$ is a positive-definite matrix then any square matrix $L$ such that $\Sigma = L'L$ is said to be a square-root factor of $\Sigma$. The pdfactor class is the class of such matrices.

Arguments

Objects from the Class

Objects can be created by calls of the form new("pdfactor", ...). More frequently they are created by coercing a pdMat or pdmatrix object to the pdfactor class.

Extends

Class "matrix", from data part. Class "structure", by class "matrix". Class "array", by class "matrix". Class "vector", by class "matrix".

See Also

pdMat-class, pdmatrix-class