This method function extracts the coefficients associated with the
positive-definite matrix represented by object.
Usage
coef(object, unconstrained)
coef(object) <- value
Arguments
object
an object inheriting from class pdMat,
representing a positive-definite matrix.
unconstrained
a logical value. If TRUE the coefficients
are returned in unconstrained form (the same used in the optimization
algorithm). If FALSE the upper triangular elements of the
positive-definite matrix represented by obje
value
a vector with the replacement values for the coefficients
associated with object. It must be a vector with the same length
of coef{object} and must be given in unconstrained form.
Value
a vector with the coefficients corresponding to object.
SIDE EFFECTS
On the left side of an assignment, sets the values of the coefficients
of object to value.
References
Pinheiro, J.C. and Bates., D.M. (1996) "Unconstrained Parametrizations
for Variance-Covariance Matrices", Statistics and Computing, 6, 289-296.