nlme (version 3.1-16)

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 class 'corStruct':
corFactor(object)

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

corMatrix.corStruct, recalc.corStruct, initialize.corStruct

Examples

data(Orthodont)
cs1 <- corAR1(form = ~1 | Subject)
cs1 <- initialize(cs1, data = Orthodont)
corFactor(cs1)