nlme (version 3.1-164)

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 $\mathrm{\Sigma }$ denote a positive-definite matrix, a square-root factor of $\mathrm{\Sigma }$ is any square matrix $L$ such that $\mathrm{\Sigma }=L^{\prime }L$. This function extracts $\mathrm{\Sigma }$ or $L$.

Usage

pdMatrix(object, factor)

Value

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

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.

Author

José Pinheiro and Douglas Bates

References

Pinheiro, J.C., and Bates, D.M. (2000) "Mixed-Effects Models in S and S-PLUS", Springer, esp. p. 162.

See Also

as.matrix.pdMat, pdClasses, pdFactor, pdMat, pdMatrix.reStruct, corMatrix

Examples

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